+58.1%
MP vs SPXL
+141.4%
-83.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.1% |
| 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% | -17.5% |
| 6M | -11.5% | +33.5% | -45.0% | -24.3% |
| YTD | +7.9% | +32.2% | -24.2% | -7.4% |
| 1Y | -15.0% | +48.9% | -63.9% | -31.9% |
| 3Y | +153.5% | +222.9% | -69.3% | +19.6% |
| All | +58.1% | +141.4% | -83.2% | -12.4% |
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