+652.8%
MCD vs SPXL
+7,736.1%
-7,083.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -6.0% | -0.9% | -5.1% | -5.9% |
| 3M | -5.6% | +2.0% | -7.6% | -6.5% |
| 6M | -21.9% | +33.5% | -55.4% | -26.9% |
| YTD | -14.7% | +32.2% | -46.9% | -20.3% |
| 1Y | -17.3% | +48.9% | -66.2% | -24.8% |
| 3Y | -2.2% | +222.9% | -225.0% | -27.5% |
| 5Y | +20.3% | +140.7% | -120.4% | -10.9% |
| 10Y | +180.7% | +1,192.7% | -1,012.0% | +30.8% |
| All | +652.8% | +7,736.1% | -7,083.3% | +111.4% |
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