+37.0%
MDT vs SPXL
+1,271.9%
-1,234.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.3% |
| 7D | -3.4% | -2.5% | -0.9% | -2.8% |
| 30D | +0.2% | -4.2% | +4.4% | +1.2% |
| 3M | +14.3% | +8.1% | +6.1% | +11.4% |
| 6M | +4.0% | +35.6% | -31.6% | -4.9% |
| YTD | -3.7% | +28.8% | -32.5% | -11.1% |
| 1Y | -0.4% | +39.8% | -40.2% | -10.4% |
| 3Y | +23.3% | +221.4% | -198.1% | -16.3% |
| 5Y | -18.9% | +146.9% | -165.8% | -45.1% |
| All | +37.0% | +1,271.9% | -1,234.9% | -51.7% |
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 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