+489.4%
MMM vs SPXL
+7,152.3%
-6,662.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -0.8% | +9.6% | -10.4% | -3.6% |
| 30D | +14.4% | -9.8% | +24.2% | +17.5% |
| 3M | +1.8% | -9.1% | +10.8% | +4.1% |
| 6M | +31.3% | +1.1% | +30.2% | +29.2% |
| YTD | +18.0% | +22.3% | -4.3% | +9.0% |
| 1Y | +10.9% | +20.3% | -9.4% | +2.7% |
| 3Y | +160.6% | +229.0% | -68.4% | +71.2% |
| 5Y | +44.5% | +103.6% | -59.1% | +1.3% |
| 10Y | +75.9% | +1,127.6% | -1,051.7% | -41.3% |
| All | +489.4% | +7,152.3% | -6,662.9% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling