+961.6%
MCHP vs SPXL
+7,605.2%
-6,643.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.3% |
| 7D | +2.8% | +1.5% | +1.3% | +2.0% |
| 30D | -12.8% | -3.7% | -9.2% | -11.4% |
| 3M | -19.2% | +8.1% | -27.3% | -21.6% |
| 6M | +14.5% | +39.0% | -24.5% | -1.1% |
| YTD | +17.1% | +29.9% | -12.8% | +4.0% |
| 1Y | +15.3% | +46.6% | -31.3% | -3.2% |
| 3Y | +0.5% | +230.5% | -230.1% | -41.4% |
| 5Y | +6.1% | +140.2% | -134.1% | -33.1% |
| 10Y | +192.2% | +1,168.8% | -976.5% | -13.5% |
| All | +961.6% | +7,605.2% | -6,643.6% | +28.3% |
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