+1,199.1%
SPXL vs MCO
+393.6%
+805.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +0.1% |
| 7D | -2.5% | -3.8% | +1.2% | +2.9% |
| 30D | -4.2% | -0.4% | -3.8% | -4.3% |
| 3M | +8.1% | +7.7% | +0.4% | -5.5% |
| 6M | +35.6% | +7.0% | +28.6% | +17.7% |
| YTD | +28.8% | -6.4% | +35.2% | +30.9% |
| 1Y | +39.8% | -7.6% | +47.5% | +42.1% |
| 3Y | +221.4% | +43.2% | +178.1% | +71.5% |
| 5Y | +146.9% | +29.6% | +117.4% | +65.0% |
| All | +1,199.1% | +393.6% | +805.5% | +102.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling