+145.2%
SPXL vs MCO
+28.6%
+116.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +0.4% |
| 7D | -2.5% | -3.8% | +1.2% | +2.3% |
| 30D | -4.2% | -0.4% | -3.8% | -4.2% |
| 3M | +8.1% | +7.7% | +0.4% | -4.2% |
| 6M | +35.6% | +7.0% | +28.6% | +19.5% |
| YTD | +28.8% | -6.4% | +35.2% | +32.2% |
| 1Y | +39.8% | -7.6% | +47.5% | +43.8% |
| 3Y | +221.4% | +43.2% | +178.1% | +73.9% |
| All | +145.2% | +28.6% | +116.6% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling