+95.9%
MTZ vs SPXL
+97.5%
-1.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.0% | +1.6% | +5.5% |
| 7D | -2.4% | -0.9% | -1.6% | -2.7% |
| 30D | -11.1% | -11.4% | +0.3% | -6.9% |
| 3M | -30.6% | -10.8% | -19.8% | -27.7% |
| 6M | -54.4% | -0.3% | -54.1% | -54.9% |
| YTD | -13.0% | +20.3% | -33.3% | -21.4% |
| 1Y | -5.7% | +24.7% | -30.4% | -16.1% |
| 3Y | +297.2% | +238.6% | +58.6% | +134.8% |
| 5Y | +95.9% | +100.0% | -4.1% | +26.3% |
| All | +95.9% | +97.5% | -1.6% | +26.3% |
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