-10.2%
TQQQ vs MXL
+206.6%
-216.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -22.1% | +3.1% | -13.1% |
| 7D | -27.1% | -38.1% | +11.0% | -17.6% |
| 30D | -40.1% | -59.5% | +19.4% | -25.5% |
| 3M | -30.6% | -34.3% | +3.7% | -23.7% |
| 6M | -24.8% | -45.8% | +21.0% | -15.2% |
| YTD | -3.7% | +154.2% | -157.9% | -38.2% |
| 1Y | -10.2% | +192.1% | -202.3% | -48.7% |
| All | -10.2% | +206.6% | -216.8% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling