+906.2%
MU vs SPXL
+227.9%
+678.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.0% | -0.7% | +0.4% |
| 7D | -12.0% | -0.9% | -11.2% | -11.1% |
| 30D | -28.7% | -11.4% | -17.3% | -20.6% |
| 3M | -16.4% | -10.8% | -5.6% | -7.8% |
| 6M | -1.8% | -0.3% | -1.5% | +0.7% |
| YTD | +157.1% | +20.3% | +136.7% | +128.3% |
| 1Y | +208.5% | +24.7% | +183.8% | +168.3% |
| 3Y | +906.2% | +238.6% | +667.6% | +332.5% |
| All | +906.2% | +227.9% | +678.3% | +332.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling