+23.3%
MDT vs SPXL
+221.9%
-198.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.0% |
| 7D | -3.4% | -2.5% | -0.9% | -3.1% |
| 30D | +0.2% | -4.2% | +4.4% | +0.7% |
| 3M | +14.3% | +8.1% | +6.1% | +12.8% |
| 6M | +4.0% | +35.6% | -31.6% | -0.9% |
| YTD | -3.7% | +28.8% | -32.5% | -7.8% |
| 1Y | -0.4% | +39.8% | -40.2% | -6.0% |
| 3Y | +23.3% | +221.4% | -198.1% | -4.1% |
| All | +23.3% | +221.9% | -198.6% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling