+728.6%
MCD vs SPXL
+7,034.2%
-6,305.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.0% | -5.2% | +0.4% |
| 7D | +5.9% | -0.9% | +6.8% | +5.9% |
| 30D | +19.6% | -11.4% | +31.0% | +22.1% |
| 3M | +3.3% | -10.8% | +14.1% | +5.1% |
| 6M | +3.5% | -0.3% | +3.8% | +2.5% |
| YTD | -6.1% | +20.3% | -26.4% | -11.0% |
| 1Y | -3.7% | +24.7% | -28.4% | -9.5% |
| 3Y | +13.4% | +238.6% | -225.2% | -17.1% |
| 5Y | +25.2% | +100.0% | -74.8% | -3.8% |
| 10Y | +211.3% | +1,108.4% | -897.2% | +46.6% |
| All | +728.6% | +7,034.2% | -6,305.6% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling