+5,744.5%
MU vs SPXL
+1,239.4%
+4,505.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -3.9% |
| 7D | +2.0% | -6.0% | +8.0% | +5.6% |
| 30D | +12.5% | -5.8% | +18.3% | +16.3% |
| 3M | +9.6% | +10.9% | -1.2% | +4.4% |
| 6M | +142.6% | +31.9% | +110.7% | +112.0% |
| YTD | +242.7% | +25.8% | +216.9% | +207.8% |
| 1Y | +599.3% | +39.8% | +559.5% | +498.4% |
| 3Y | +1,308.3% | +219.9% | +1,088.4% | +676.1% |
| 5Y | +1,263.7% | +141.1% | +1,122.6% | +693.6% |
| All | +5,744.5% | +1,239.4% | +4,505.1% | +984.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling