+453.7%
MP vs SPXL
+610.7%
-157.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.4% |
| 7D | +3.0% | +1.5% | +1.6% | +2.1% |
| 30D | +8.3% | -3.7% | +12.0% | +10.5% |
| 3M | -3.8% | +8.1% | -12.0% | -7.8% |
| 6M | -4.9% | +39.0% | -44.0% | -20.0% |
| YTD | +9.6% | +29.9% | -20.3% | -4.7% |
| 1Y | -11.7% | +46.6% | -58.3% | -28.2% |
| 3Y | +158.5% | +230.5% | -72.0% | +23.9% |
| 5Y | +68.9% | +140.2% | -71.2% | -9.4% |
| All | +453.7% | +610.7% | -157.0% | +105.0% |
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