+101.7%
MMM vs SPXL
+224.8%
-123.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -1.6% | +1.5% | -3.1% | -2.1% |
| 30D | -8.0% | -3.7% | -4.3% | -7.0% |
| 3M | +9.4% | +8.1% | +1.2% | +6.2% |
| 6M | +10.2% | +39.0% | -28.8% | -2.1% |
| YTD | +6.1% | +29.9% | -23.8% | -3.9% |
| 1Y | +10.8% | +46.6% | -35.8% | -4.2% |
| All | +101.7% | +224.8% | -123.2% | +26.2% |
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