+395.6%
MDLZ vs SPXL
+7,736.1%
-7,340.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -2.1% | -0.9% | -1.2% | -2.0% |
| 3M | +1.3% | +2.0% | -0.7% | +0.2% |
| 6M | +6.2% | +33.5% | -27.3% | -1.2% |
| YTD | +15.8% | +32.2% | -16.4% | +7.7% |
| 1Y | +4.1% | +48.9% | -44.8% | -6.0% |
| 3Y | -4.1% | +222.9% | -226.9% | -30.7% |
| 5Y | +13.4% | +140.7% | -127.4% | -18.2% |
| 10Y | +75.7% | +1,192.7% | -1,116.9% | -25.1% |
| All | +395.6% | +7,736.1% | -7,340.5% | +21.7% |
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