+37.5%
MTZ vs SPXL
+44.5%
-7.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.4% |
| 7D | +2.3% | -1.3% | +3.6% | +2.9% |
| 30D | -10.3% | -5.0% | -5.3% | -7.6% |
| 3M | -31.8% | +7.6% | -39.4% | -35.2% |
| 6M | -19.2% | +33.6% | -52.8% | -32.6% |
| YTD | +10.7% | +28.1% | -17.4% | -6.2% |
| 1Y | +37.5% | +43.6% | -6.1% | +6.7% |
| All | +37.5% | +44.5% | -7.0% | +6.7% |
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