+2,968.0%
MPC vs SPXL
+4,204.3%
-1,236.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -16.2% | -8.7% | -7.5% | -13.5% |
| 30D | -15.7% | -16.9% | +1.2% | -10.0% |
| 3M | +24.9% | -15.2% | +40.1% | +31.7% |
| 6M | +52.7% | -5.5% | +58.2% | +51.8% |
| YTD | +131.9% | +12.4% | +119.4% | +110.0% |
| 1Y | +96.6% | +16.9% | +79.7% | +74.5% |
| 3Y | +163.8% | +211.8% | -48.0% | +41.6% |
| 5Y | +533.1% | +85.6% | +447.5% | +273.2% |
| 10Y | +1,118.6% | +1,159.4% | -40.8% | +141.4% |
| All | +2,968.0% | +4,204.3% | -1,236.3% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling