-24.5%
MDB vs SPXL
+140.3%
-164.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.3% |
| 7D | -18.0% | +1.5% | -19.5% | -18.9% |
| 30D | -10.7% | -3.7% | -7.1% | -8.2% |
| 3M | +1.0% | +8.1% | -7.1% | -5.0% |
| 6M | +31.6% | +39.0% | -7.4% | +2.4% |
| YTD | -15.2% | +29.9% | -45.1% | -30.6% |
| 1Y | +10.1% | +46.6% | -36.5% | -17.9% |
| 3Y | -5.6% | +230.5% | -236.2% | -65.0% |
| 5Y | -24.5% | +140.2% | -164.7% | -64.5% |
| All | -24.5% | +140.3% | -164.9% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling