+900.7%
MRK vs SPXL
+7,495.8%
-6,595.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | +12.7% | -5.0% | +17.7% | +13.9% |
| 3M | +24.2% | +7.6% | +16.7% | +21.7% |
| 6M | +27.8% | +33.6% | -5.8% | +19.1% |
| YTD | +42.2% | +28.1% | +14.1% | +33.2% |
| 1Y | +80.2% | +43.6% | +36.6% | +64.2% |
| 3Y | +48.4% | +225.8% | -177.4% | +7.8% |
| 5Y | +133.6% | +140.1% | -6.5% | +68.3% |
| 10Y | +236.2% | +1,248.4% | -1,012.2% | +33.4% |
| All | +900.7% | +7,495.8% | -6,595.1% | +99.4% |
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 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