+2,952.6%
MTZ vs SPXL
+7,736.1%
-4,783.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | -1.6% | +0.1% | -1.6% | -1.7% |
| 30D | -11.1% | -0.9% | -10.2% | -10.8% |
| 3M | -36.7% | +2.0% | -38.7% | -37.4% |
| 6M | -21.9% | +33.5% | -55.5% | -31.5% |
| YTD | +9.1% | +32.2% | -23.0% | -4.1% |
| 1Y | +30.0% | +48.9% | -18.9% | +8.6% |
| 3Y | +138.5% | +222.9% | -84.4% | +39.7% |
| 5Y | +158.3% | +140.7% | +17.6% | +54.3% |
| 10Y | +700.8% | +1,192.7% | -491.9% | +92.4% |
| All | +2,952.6% | +7,736.1% | -4,783.4% | +167.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling