-32.6%
MP vs SPXL
+20.3%
-52.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.4% |
| 7D | +9.5% | +7.4% | +2.0% | +3.4% |
| 30D | -3.0% | -7.8% | +4.9% | +2.4% |
| 3M | -30.4% | -11.9% | -18.4% | -23.6% |
| 6M | -39.2% | -1.7% | -37.4% | -39.2% |
| YTD | -23.3% | +20.8% | -44.1% | -36.8% |
| 1Y | -32.6% | +25.0% | -57.6% | -46.7% |
| All | -32.6% | +20.3% | -52.9% | -46.7% |
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 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