+1,199.1%
SPXL vs MDY
+177.2%
+1,021.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +0.6% |
| 7D | -2.5% | -1.9% | -0.7% | +1.7% |
| 30D | -4.2% | -4.6% | +0.4% | +6.7% |
| 3M | +8.1% | -1.2% | +9.3% | +11.7% |
| 6M | +35.6% | +9.2% | +26.4% | +12.8% |
| YTD | +28.8% | +13.1% | +15.7% | -1.0% |
| 1Y | +39.8% | +13.0% | +26.8% | +8.1% |
| 3Y | +221.4% | +49.2% | +172.2% | +41.6% |
| 5Y | +146.9% | +47.2% | +99.7% | +33.2% |
| All | +1,199.1% | +177.2% | +1,021.9% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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