+8,342.0%
SPXL vs MCO
+2,266.0%
+6,076.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | 0.0% |
| 7D | -6.0% | -7.3% | +1.3% | +3.0% |
| 30D | -5.8% | -1.7% | -4.1% | -4.2% |
| 3M | +10.9% | +3.9% | +6.9% | +3.5% |
| 6M | +31.9% | +3.8% | +28.1% | +22.0% |
| YTD | +25.8% | -7.9% | +33.7% | +30.8% |
| 1Y | +39.8% | -6.8% | +46.6% | +41.3% |
| 3Y | +219.9% | +40.9% | +178.9% | +103.0% |
| 5Y | +141.1% | +27.5% | +113.6% | +88.4% |
| 10Y | +1,223.7% | +381.4% | +842.3% | +196.1% |
| All | +8,342.0% | +2,266.0% | +6,076.0% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling