+642.2%
MPC vs SPXL
+141.4%
+500.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +5.4% | +0.1% | +5.4% | +5.4% |
| 30D | +31.0% | -0.9% | +31.8% | +31.1% |
| 3M | +46.0% | +2.0% | +44.0% | +44.4% |
| 6M | +77.3% | +33.5% | +43.8% | +62.7% |
| YTD | +141.9% | +32.2% | +109.8% | +122.1% |
| 1Y | +120.9% | +48.9% | +72.0% | +95.7% |
| 3Y | +182.7% | +222.9% | -40.2% | +97.2% |
| All | +642.2% | +141.4% | +500.9% | +420.9% |
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