+213.8%
SPXL vs MDY
+47.3%
+166.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | +0.2% |
| 7D | -6.0% | -2.5% | -3.5% | -0.8% |
| 30D | -5.8% | -5.0% | -0.7% | +5.1% |
| 3M | +10.9% | +0.5% | +10.4% | +10.4% |
| 6M | +31.9% | +8.0% | +23.9% | +14.1% |
| YTD | +25.8% | +12.2% | +13.6% | +0.6% |
| 1Y | +39.8% | +14.0% | +25.8% | +8.5% |
| All | +213.8% | +47.3% | +166.5% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling