-66.3%
MARA vs SPXL
+141.8%
-208.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +2.3% |
| 7D | +5.9% | -2.5% | +8.5% | +8.7% |
| 30D | +24.3% | -4.2% | +28.5% | +29.8% |
| 3M | -12.0% | +8.1% | -20.1% | -19.1% |
| 6M | +40.1% | +35.6% | +4.5% | +1.9% |
| YTD | +33.4% | +28.8% | +4.6% | +4.1% |
| 1Y | -23.7% | +39.8% | -63.6% | -44.8% |
| 3Y | +19.0% | +221.4% | -202.4% | -66.0% |
| All | -66.3% | +141.8% | -208.2% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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