-15.1%
MP vs SPXL
+84.1%
-99.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.5% |
| 7D | -10.5% | -8.7% | -1.8% | -6.4% |
| 30D | -23.5% | -16.9% | -6.6% | -15.6% |
| 3M | -25.4% | -15.2% | -10.3% | -18.6% |
| 6M | -51.3% | -5.5% | -45.7% | -49.8% |
| YTD | -29.9% | +12.4% | -42.4% | -34.4% |
| 1Y | -31.8% | +16.9% | -48.7% | -37.3% |
| 3Y | +127.0% | +211.8% | -84.8% | +8.9% |
| All | -15.1% | +84.1% | -99.2% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling