+199.5%
MCHP vs SPXL
+1,271.9%
-1,072.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.2% | +2.3% |
| 7D | 0.0% | -2.5% | +2.6% | +1.5% |
| 30D | -6.0% | -4.2% | -1.8% | -3.8% |
| 3M | -19.7% | +8.1% | -27.8% | -22.7% |
| 6M | +14.0% | +35.6% | -21.6% | -3.4% |
| YTD | +18.4% | +28.8% | -10.4% | +2.7% |
| 1Y | +17.1% | +39.8% | -22.7% | -3.1% |
| 3Y | +0.7% | +221.4% | -220.7% | -47.7% |
| 5Y | +5.1% | +146.9% | -141.8% | -42.2% |
| All | +199.5% | +1,271.9% | -1,072.4% | -39.6% |
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