+181.3%
MCD vs SPXL
+1,177.5%
-996.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | -6.7% | -5.0% | -1.7% | -5.8% |
| 3M | -9.6% | +7.6% | -17.1% | -11.3% |
| 6M | -22.3% | +33.6% | -55.9% | -27.6% |
| YTD | -15.4% | +28.1% | -43.5% | -20.8% |
| 1Y | -16.8% | +43.6% | -60.4% | -24.3% |
| 3Y | -2.4% | +225.8% | -228.2% | -29.9% |
| 5Y | +19.4% | +140.1% | -120.7% | -13.8% |
| 10Y | +181.3% | +1,248.4% | -1,067.1% | +15.8% |
| All | +181.3% | +1,177.5% | -996.2% | +15.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling