-34.6%
MP vs SPXL
+29.9%
-64.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.8% | -9.9% | -9.1% |
| 7D | -12.5% | -2.5% | -10.1% | -10.9% |
| 30D | -23.3% | -4.3% | -19.0% | -20.5% |
| 3M | -24.4% | -4.2% | -20.1% | -21.7% |
| 6M | -45.8% | +15.0% | -60.8% | -52.1% |
| YTD | -28.9% | +28.4% | -57.3% | -44.0% |
| 1Y | -34.6% | +30.3% | -64.9% | -49.2% |
| All | -34.6% | +29.9% | -64.5% | -49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling