+195.2%
MCD vs SPXL
+1,117.7%
-922.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -1.6% | +9.6% | -11.1% | -3.4% |
| 30D | +16.0% | -9.8% | +25.8% | +18.0% |
| 3M | 0.0% | -9.1% | +9.0% | +1.4% |
| 6M | +0.9% | +1.1% | -0.2% | -0.4% |
| YTD | -8.7% | +22.3% | -31.0% | -14.0% |
| 1Y | -8.6% | +20.3% | -28.8% | -13.8% |
| 3Y | +9.9% | +229.0% | -219.1% | -21.5% |
| 5Y | +22.6% | +103.6% | -80.9% | -7.9% |
| All | +195.2% | +1,117.7% | -922.5% | +29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling