-40.7%
MP vs SPXL
+23.3%
-64.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.1% | -2.3% |
| 7D | +2.3% | -3.8% | +6.0% | +4.6% |
| 30D | -15.3% | -8.8% | -6.5% | -9.5% |
| 3M | -33.5% | -7.4% | -26.1% | -29.9% |
| 6M | -45.5% | +1.8% | -47.3% | -47.0% |
| YTD | -27.3% | +23.6% | -50.9% | -41.0% |
| 1Y | -40.7% | +21.7% | -62.4% | -50.9% |
| All | -40.7% | +23.3% | -64.0% | -50.9% |
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