+183.9%
MCD vs SPXL
+1,195.9%
-1,012.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -2.0% | +1.5% | -3.5% | -2.3% |
| 30D | -6.1% | -3.7% | -2.5% | -5.5% |
| 3M | -7.3% | +8.1% | -15.4% | -9.2% |
| 6M | -20.9% | +39.0% | -60.0% | -26.9% |
| YTD | -14.7% | +29.9% | -44.6% | -20.3% |
| 1Y | -16.1% | +46.6% | -62.7% | -24.0% |
| 3Y | -1.5% | +230.5% | -232.0% | -29.4% |
| 5Y | +20.4% | +140.2% | -119.7% | -13.0% |
| All | +183.9% | +1,195.9% | -1,012.0% | +16.6% |
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 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