+8,499.7%
SPXL vs MDY
+713.9%
+7,785.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | +1.1% |
| 7D | -1.3% | -0.8% | -0.5% | +0.5% |
| 30D | -5.0% | -3.9% | -1.1% | +4.1% |
| 3M | +7.6% | 0.0% | +7.6% | +8.3% |
| 6M | +33.6% | +8.5% | +25.1% | +12.2% |
| YTD | +28.1% | +13.2% | +14.9% | -2.5% |
| 1Y | +43.6% | +15.0% | +28.6% | +5.8% |
| 3Y | +225.8% | +49.6% | +176.3% | +40.3% |
| 5Y | +140.1% | +46.0% | +94.0% | +29.9% |
| 10Y | +1,248.4% | +176.4% | +1,072.0% | +135.9% |
| All | +8,499.7% | +713.9% | +7,785.8% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling