+753.2%
MTZ vs SPXL
+1,177.5%
-424.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.6% |
| 7D | +2.3% | -1.3% | +3.6% | +2.8% |
| 30D | -10.3% | -5.0% | -5.3% | -8.4% |
| 3M | -31.8% | +7.6% | -39.4% | -34.0% |
| 6M | -19.2% | +33.6% | -52.8% | -29.2% |
| YTD | +10.7% | +28.1% | -17.4% | -1.5% |
| 1Y | +37.5% | +43.6% | -6.1% | +16.6% |
| 3Y | +162.4% | +225.8% | -63.5% | +53.7% |
| 5Y | +166.3% | +140.1% | +26.3% | +60.0% |
| 10Y | +753.2% | +1,248.4% | -495.2% | +92.1% |
| All | +753.2% | +1,177.5% | -424.3% | +92.1% |
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 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