+30.3%
SPXL vs MCO
+9.9%
+20.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.9% | 0.0% | +3.3% |
| 7D | -2.5% | +10.7% | -13.2% | -5.5% |
| 30D | -4.3% | +17.9% | -22.2% | -9.4% |
| 3M | -4.2% | +9.5% | -13.7% | -7.0% |
| 6M | +15.0% | +18.1% | -3.0% | +8.2% |
| YTD | +28.4% | +4.1% | +24.3% | +29.3% |
| 1Y | +30.3% | +9.3% | +21.0% | +28.2% |
| All | +30.3% | +9.9% | +20.4% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling