+153.3%
MP vs SPXL
+223.9%
-70.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.0% |
| 7D | -2.9% | +0.1% | -2.9% | -2.9% |
| 30D | +13.8% | -0.9% | +14.7% | +14.4% |
| 3M | -16.7% | +2.0% | -18.7% | -17.4% |
| 6M | -11.5% | +33.5% | -45.0% | -22.9% |
| YTD | +7.9% | +32.2% | -24.2% | -5.8% |
| 1Y | -15.0% | +48.9% | -63.9% | -29.8% |
| All | +153.3% | +223.9% | -70.6% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling