+349.5%
MTUM vs SPXL
+1,271.9%
-922.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.4% |
| 7D | +0.7% | -2.5% | +3.3% | +1.6% |
| 30D | -2.4% | -4.2% | +1.8% | -1.0% |
| 3M | -3.6% | +8.1% | -11.8% | -6.4% |
| 6M | +23.7% | +35.6% | -11.9% | +10.6% |
| YTD | +22.9% | +28.8% | -5.9% | +11.9% |
| 1Y | +21.8% | +39.8% | -18.1% | +7.3% |
| 3Y | +114.4% | +221.4% | -106.9% | +36.2% |
| 5Y | +79.6% | +146.9% | -67.4% | +15.4% |
| All | +349.5% | +1,271.9% | -922.4% | +35.6% |
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