+79.1%
MTUM vs SPXL
+141.8%
-62.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.5% |
| 6M | +23.7% | +35.6% | -11.9% | +10.5% |
| YTD | +22.9% | +28.8% | -5.9% | +11.7% |
| 1Y | +21.8% | +39.8% | -18.1% | +7.2% |
| 3Y | +114.4% | +221.4% | -106.9% | +37.9% |
| All | +79.1% | +141.8% | -62.7% | +21.1% |
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