+26.1%
MMM vs SPXL
+137.2%
-111.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.5% |
| 7D | -2.6% | -1.3% | -1.3% | -2.2% |
| 30D | -9.3% | -5.0% | -4.3% | -8.0% |
| 3M | +5.6% | +7.6% | -2.0% | +2.9% |
| 6M | +9.5% | +33.6% | -24.1% | -0.3% |
| YTD | +4.1% | +28.1% | -24.0% | -4.2% |
| 1Y | +9.4% | +43.6% | -34.3% | -3.1% |
| 3Y | +101.0% | +225.8% | -124.9% | +37.2% |
| 5Y | +26.1% | +140.1% | -113.9% | -14.8% |
| All | +26.1% | +137.2% | -111.1% | -14.8% |
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