+224.4%
MRK vs SPXL
+1,271.9%
-1,047.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -3.0% | -0.9% |
| 7D | -4.3% | -2.5% | -1.7% | -3.9% |
| 30D | +8.3% | -4.2% | +12.5% | +9.1% |
| 3M | +20.0% | +8.1% | +11.9% | +18.0% |
| 6M | +25.7% | +35.6% | -9.9% | +18.4% |
| YTD | +38.7% | +28.8% | +9.9% | +31.6% |
| 1Y | +74.7% | +39.8% | +34.9% | +62.9% |
| 3Y | +45.4% | +221.4% | -176.0% | +12.4% |
| 5Y | +129.0% | +146.9% | -17.9% | +75.3% |
| All | +224.4% | +1,271.9% | -1,047.5% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling