+2,227.4%
MTZ vs SPXL
+6,954.2%
-4,726.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.9% |
| 7D | -8.7% | -2.9% | -5.8% | -8.1% |
| 30D | -15.0% | -12.4% | -2.6% | -10.7% |
| 3M | -32.6% | -11.8% | -20.8% | -29.5% |
| 6M | -56.3% | -1.4% | -54.9% | -56.6% |
| YTD | -16.8% | +19.0% | -35.8% | -24.1% |
| 1Y | -10.0% | +18.0% | -28.0% | -17.6% |
| 3Y | +267.1% | +220.0% | +47.1% | +115.3% |
| 5Y | +89.9% | +102.6% | -12.7% | +21.4% |
| 10Y | +442.2% | +1,087.3% | -645.0% | +34.4% |
| All | +2,227.4% | +6,954.2% | -4,726.8% | +111.3% |
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 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