+1,199.1%
SPXL vs MKC
+29.9%
+1,169.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.1% |
| 7D | -2.5% | -1.5% | -1.1% | -1.4% |
| 30D | -4.2% | -3.1% | -1.1% | -2.2% |
| 3M | +8.1% | +5.2% | +2.9% | +1.8% |
| 6M | +35.6% | -12.8% | +48.4% | +46.6% |
| YTD | +28.8% | -23.3% | +52.1% | +51.8% |
| 1Y | +39.8% | -24.1% | +63.9% | +63.8% |
| 3Y | +221.4% | -32.1% | +253.5% | +300.0% |
| 5Y | +146.9% | -32.8% | +179.7% | +201.9% |
| All | +1,199.1% | +29.9% | +1,169.2% | +969.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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