+1,017.5%
MDB vs SPXL
+678.7%
+338.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.4% |
| 7D | -4.5% | -1.3% | -3.2% | -3.9% |
| 30D | -14.0% | -5.0% | -9.0% | -11.5% |
| 3M | +5.3% | +7.6% | -2.3% | +0.9% |
| 6M | +31.9% | +33.6% | -1.7% | +11.9% |
| YTD | -14.6% | +28.1% | -42.7% | -25.7% |
| 1Y | +8.2% | +43.6% | -35.4% | -11.7% |
| 3Y | -5.0% | +225.8% | -230.8% | -51.1% |
| 5Y | -24.5% | +140.1% | -164.6% | -55.6% |
| All | +1,017.5% | +678.7% | +338.8% | +246.5% |
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