+145.2%
SPXL vs MGY
+88.8%
+56.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -2.5% | +3.5% | -6.1% | -4.2% |
| 30D | -4.2% | +5.3% | -9.5% | -7.0% |
| 3M | +8.1% | +2.6% | +5.5% | +4.9% |
| 6M | +35.6% | -3.3% | +38.9% | +32.5% |
| YTD | +28.8% | +29.2% | -0.4% | +5.4% |
| 1Y | +39.8% | +18.0% | +21.8% | +20.1% |
| 3Y | +221.4% | +30.0% | +191.4% | +158.0% |
| All | +145.2% | +88.8% | +56.5% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 5y: compounded portfolio wealth divided by compounded MGY 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…
5y analysis · Full analysis span regression · 6 months rolling