-9.1%
MDB vs SPXL
+220.2%
-229.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.4% |
| 6M | +31.9% | +33.6% | -1.7% | +9.7% |
| YTD | -14.6% | +28.1% | -42.7% | -26.9% |
| 1Y | +8.2% | +43.6% | -35.4% | -13.9% |
| All | -9.1% | +220.2% | -229.3% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling