+229.2%
MXL vs SPXL
+221.9%
+7.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +5.4% |
| 7D | +18.9% | -2.5% | +21.4% | +21.5% |
| 30D | +0.3% | -4.2% | +4.6% | +4.3% |
| 3M | -8.0% | +8.1% | -16.1% | -12.8% |
| 6M | +341.2% | +35.6% | +305.6% | +247.8% |
| YTD | +327.8% | +28.8% | +299.0% | +251.3% |
| 1Y | +364.9% | +39.8% | +325.1% | +258.4% |
| 3Y | +229.2% | +221.4% | +7.8% | +22.1% |
| All | +229.2% | +221.9% | +7.3% | +22.1% |
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 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