+40.4%
MXL vs SPXL
+141.8%
-101.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +5.7% |
| 7D | +18.9% | -2.5% | +21.4% | +21.1% |
| 30D | +0.3% | -4.2% | +4.6% | +3.8% |
| 3M | -8.0% | +8.1% | -16.1% | -12.0% |
| 6M | +341.2% | +35.6% | +305.6% | +259.4% |
| YTD | +327.8% | +28.8% | +299.0% | +261.5% |
| 1Y | +364.9% | +39.8% | +325.1% | +272.3% |
| 3Y | +229.2% | +221.4% | +7.8% | +48.3% |
| All | +40.4% | +141.8% | -101.4% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling