+4,407.5%
MU vs SPXL
+1,102.8%
+3,304.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.8% |
| 7D | +12.8% | +7.4% | +5.4% | +8.5% |
| 30D | -14.9% | -7.8% | -7.0% | -10.0% |
| 3M | -18.0% | -11.9% | -6.1% | -11.3% |
| 6M | -3.1% | -1.7% | -1.4% | +0.2% |
| YTD | +172.9% | +20.8% | +152.1% | +152.9% |
| 1Y | +228.8% | +25.0% | +203.8% | +200.9% |
| 3Y | +950.8% | +226.1% | +724.7% | +483.7% |
| 5Y | +931.3% | +101.1% | +830.2% | +568.0% |
| All | +4,407.5% | +1,102.8% | +3,304.7% | +641.8% |
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