+433.4%
MMM vs SPXL
+7,736.1%
-7,302.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.5% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -7.0% | -0.9% | -6.1% | -6.8% |
| 3M | +10.8% | +2.0% | +8.8% | +9.4% |
| 6M | +5.8% | +33.5% | -27.7% | -4.1% |
| YTD | +6.8% | +32.2% | -25.4% | -3.1% |
| 1Y | +10.4% | +48.9% | -38.5% | -3.8% |
| 3Y | +104.7% | +222.9% | -118.2% | +35.5% |
| 5Y | +23.6% | +140.7% | -117.2% | -17.5% |
| 10Y | +54.1% | +1,192.7% | -1,138.5% | -49.2% |
| All | +433.4% | +7,736.1% | -7,302.6% | -27.1% |
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 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