+71.1%
TQQQ vs MULL
+2,366.2%
-2,295.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.3% | +6.1% | -0.4% |
| 7D | -3.9% | +3.6% | -7.5% | -5.3% |
| 30D | -5.3% | +22.0% | -27.3% | -12.2% |
| 3M | +0.1% | -8.6% | +8.8% | -8.0% |
| 6M | +40.7% | +248.5% | -207.9% | -26.3% |
| YTD | +31.8% | +516.3% | -484.5% | -47.7% |
| 1Y | +48.2% | +2,036.6% | -1,988.4% | -67.6% |
| All | +71.1% | +2,366.2% | -2,295.0% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling