+75.5%
TQQQ vs MULL
+2,337.2%
-2,261.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +2.9% |
| 7D | -1.9% | -8.4% | +6.5% | +0.5% |
| 30D | -4.9% | +9.7% | -14.5% | -8.8% |
| 3M | -6.4% | -26.8% | +20.4% | -7.4% |
| 6M | +44.4% | +220.7% | -176.3% | -22.0% |
| YTD | +35.2% | +509.0% | -473.9% | -46.2% |
| 1Y | +49.5% | +1,739.5% | -1,690.0% | -65.0% |
| All | +75.5% | +2,337.2% | -2,261.6% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling