+264.6%
MP vs SPXL
+550.7%
-286.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.8% | -2.8% | -0.2% |
| 7D | -3.6% | -2.9% | -0.8% | -2.7% |
| 30D | -21.0% | -12.4% | -8.6% | -15.5% |
| 3M | -33.3% | -11.8% | -21.5% | -28.9% |
| 6M | -45.9% | -1.4% | -44.5% | -45.6% |
| YTD | -27.8% | +19.0% | -46.8% | -34.4% |
| 1Y | -43.2% | +18.0% | -61.2% | -48.1% |
| 3Y | +144.0% | +220.0% | -76.0% | +19.0% |
| 5Y | -6.1% | +102.6% | -108.7% | -45.4% |
| All | +264.6% | +550.7% | -286.1% | +41.0% |
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