+942.1%
MDB vs SPXL
+634.4%
+307.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | +6.8% | +7.4% | -0.6% | +2.8% |
| 30D | -6.2% | -7.8% | +1.6% | -2.0% |
| 3M | -29.2% | -11.9% | -17.3% | -24.1% |
| 6M | +10.3% | -1.7% | +12.0% | +11.1% |
| YTD | -20.4% | +20.8% | -41.2% | -28.4% |
| 1Y | -4.8% | +25.0% | -29.8% | -16.1% |
| 3Y | -11.6% | +226.1% | -237.7% | -54.3% |
| 5Y | -41.0% | +101.1% | -142.1% | -62.5% |
| All | +942.1% | +634.4% | +307.7% | +233.9% |
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