+199.8%
MPC vs SPXL
+228.0%
-28.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.7% |
| 7D | +11.2% | +7.4% | +3.8% | +9.7% |
| 30D | -14.5% | -7.8% | -6.7% | -13.4% |
| 3M | +16.7% | -11.9% | +28.6% | +19.0% |
| 6M | +67.6% | -1.7% | +69.3% | +65.8% |
| YTD | +157.9% | +20.8% | +137.1% | +140.4% |
| 1Y | +116.7% | +25.0% | +91.7% | +99.5% |
| 3Y | +199.8% | +226.1% | -26.4% | +83.4% |
| All | +199.8% | +228.0% | -28.3% | +83.4% |
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 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