+22.2%
MDLZ vs SPXL
+108.4%
-86.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.6% | -0.1% |
| 7D | -1.0% | -3.8% | +2.8% | -0.8% |
| 30D | +7.9% | -8.8% | +16.8% | +8.7% |
| 3M | +8.9% | -7.4% | +16.3% | +9.4% |
| 6M | +10.5% | +1.8% | +8.7% | +9.5% |
| YTD | +27.1% | +23.6% | +3.6% | +22.8% |
| 1Y | +20.9% | +21.7% | -0.8% | +16.9% |
| 3Y | +5.5% | +232.4% | -226.9% | -15.2% |
| 5Y | +22.2% | +110.4% | -88.2% | -1.4% |
| All | +22.2% | +108.4% | -86.2% | -1.4% |
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