+87.9%
MDLZ vs SPXL
+1,177.5%
-1,089.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | 0.0% | -1.3% | +1.2% | +0.2% |
| 30D | +1.4% | -5.0% | +6.4% | +2.4% |
| 3M | 0.0% | +7.6% | -7.6% | -2.0% |
| 6M | +9.1% | +33.6% | -24.5% | +2.0% |
| YTD | +17.9% | +28.1% | -10.2% | +10.8% |
| 1Y | +3.2% | +43.6% | -40.4% | -5.7% |
| 3Y | -2.5% | +225.8% | -228.3% | -29.4% |
| 5Y | +17.6% | +140.1% | -122.5% | -14.7% |
| 10Y | +87.9% | +1,248.4% | -1,160.5% | -34.2% |
| All | +87.9% | +1,177.5% | -1,089.6% | -34.2% |
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