+35.6%
SPXL vs MCO
+5.6%
+30.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.8% |
| 7D | -2.5% | -3.8% | +1.2% | -1.2% |
| 30D | -4.2% | -0.4% | -3.8% | -4.1% |
| 3M | +8.1% | +7.7% | +0.4% | +4.8% |
| 6M | +35.6% | +7.0% | +28.6% | +30.7% |
| All | +35.6% | +5.6% | +30.1% | +30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling