+1,065.8%
MDB vs SPXL
+664.4%
+401.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.2% | +5.3% |
| 7D | -2.8% | -6.0% | +3.2% | +0.4% |
| 30D | -14.9% | -5.8% | -9.1% | -12.1% |
| 3M | +7.3% | +10.9% | -3.5% | +1.4% |
| 6M | +38.2% | +31.9% | +6.3% | +18.0% |
| YTD | -10.9% | +25.8% | -36.7% | -21.7% |
| 1Y | +11.6% | +39.8% | -28.1% | -7.6% |
| 3Y | -0.9% | +219.9% | -220.8% | -48.5% |
| 5Y | -23.5% | +141.1% | -164.6% | -55.0% |
| All | +1,065.8% | +664.4% | +401.4% | +264.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling