+444.2%
MDLZ vs SPXL
+7,227.9%
-6,783.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.6% | -0.5% |
| 7D | -1.0% | -3.8% | +2.8% | -0.5% |
| 30D | +7.9% | -8.8% | +16.8% | +9.4% |
| 3M | +8.9% | -7.4% | +16.3% | +9.9% |
| 6M | +10.5% | +1.8% | +8.7% | +8.5% |
| YTD | +27.1% | +23.6% | +3.6% | +19.1% |
| 1Y | +20.9% | +21.7% | -0.8% | +13.5% |
| 3Y | +5.5% | +232.4% | -226.9% | -24.6% |
| 5Y | +22.2% | +110.4% | -88.2% | -9.5% |
| 10Y | +106.1% | +1,140.4% | -1,034.2% | -11.8% |
| All | +444.2% | +7,227.9% | -6,783.8% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling