+274.5%
MP vs SPXL
+568.9%
-294.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.5% |
| 7D | +11.0% | +9.6% | +1.4% | +5.6% |
| 30D | -11.7% | -9.8% | -2.0% | -7.1% |
| 3M | -30.8% | -9.1% | -21.7% | -27.4% |
| 6M | -42.9% | +1.1% | -44.0% | -43.4% |
| YTD | -25.9% | +22.3% | -48.2% | -33.6% |
| 1Y | -37.3% | +20.3% | -57.6% | -43.3% |
| 3Y | +150.7% | +229.0% | -78.3% | +20.4% |
| 5Y | -19.3% | +103.6% | -122.9% | -53.2% |
| All | +274.5% | +568.9% | -294.4% | +42.7% |
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