-10.0%
MTZ vs SPXL
+20.0%
-30.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.8% |
| 7D | -8.7% | -2.9% | -5.8% | -8.2% |
| 30D | -15.0% | -12.4% | -2.6% | -9.6% |
| 3M | -32.6% | -11.8% | -20.8% | -28.7% |
| 6M | -56.3% | -1.4% | -54.9% | -57.1% |
| YTD | -16.8% | +19.0% | -35.8% | -27.0% |
| 1Y | -10.0% | +18.0% | -28.0% | -20.5% |
| All | -10.0% | +20.0% | -30.1% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling