+22.7%
MCD vs SPXL
+84.1%
-61.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | +7.1% | -8.7% | +15.9% | +8.2% |
| 30D | +19.8% | -16.9% | +36.7% | +22.2% |
| 3M | +0.8% | -15.2% | +16.0% | +2.5% |
| 6M | -1.3% | -5.5% | +4.2% | -1.3% |
| YTD | -7.8% | +12.4% | -20.2% | -10.1% |
| 1Y | -5.0% | +16.9% | -21.9% | -8.0% |
| 3Y | +10.5% | +211.8% | -201.3% | -10.9% |
| All | +22.7% | +84.1% | -61.4% | +3.9% |
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