+7.0%
MDB vs SPXL
+41.5%
-34.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.5% |
| 7D | -4.5% | -1.3% | -3.2% | -3.8% |
| 30D | -14.0% | -5.0% | -9.0% | -11.3% |
| 3M | +5.3% | +7.6% | -2.3% | +1.0% |
| 6M | +31.9% | +33.6% | -1.7% | +11.6% |
| YTD | -14.6% | +28.1% | -42.7% | -25.0% |
| All | +7.0% | +41.5% | -34.5% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling