+354.7%
MNST vs SPXL
+1,102.8%
-748.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.3% |
| 7D | +1.6% | +7.4% | -5.8% | -0.3% |
| 30D | +5.1% | -7.8% | +12.9% | +6.7% |
| 3M | -0.5% | -11.9% | +11.5% | +2.0% |
| 6M | +8.1% | -1.7% | +9.9% | +7.0% |
| YTD | +21.2% | +20.8% | +0.4% | +12.9% |
| 1Y | +30.7% | +25.0% | +5.7% | +20.5% |
| 3Y | +67.3% | +226.1% | -158.8% | +10.4% |
| 5Y | +101.9% | +101.1% | +0.8% | +42.9% |
| All | +354.7% | +1,102.8% | -748.1% | +53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling