+15.6%
MDLZ vs SPXL
+140.3%
-124.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.7% |
| 7D | 0.0% | +1.5% | -1.4% | -0.1% |
| 30D | -1.6% | -3.7% | +2.1% | -1.2% |
| 3M | +0.9% | +8.1% | -7.2% | -0.2% |
| 6M | +7.3% | +39.0% | -31.7% | +2.8% |
| YTD | +16.4% | +29.9% | -13.5% | +12.2% |
| 1Y | +3.0% | +46.6% | -43.6% | -2.5% |
| 3Y | -3.7% | +230.5% | -234.2% | -22.3% |
| 5Y | +15.6% | +140.2% | -124.5% | -7.8% |
| All | +15.6% | +140.3% | -124.7% | -7.8% |
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 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