-18.3%
MDT vs SPXL
+132.3%
-150.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | 0.0% |
| 7D | -1.6% | -6.0% | +4.4% | -0.5% |
| 30D | +1.0% | -5.8% | +6.8% | +2.1% |
| 3M | +15.2% | +10.9% | +4.3% | +12.6% |
| 6M | +3.7% | +31.9% | -28.2% | -2.3% |
| YTD | -3.0% | +25.8% | -28.7% | -8.0% |
| 1Y | +2.5% | +39.8% | -37.3% | -5.2% |
| 3Y | +26.5% | +219.9% | -193.4% | -5.7% |
| 5Y | -18.3% | +141.1% | -159.4% | -39.6% |
| All | -18.3% | +132.3% | -150.6% | -39.6% |
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