+145.2%
SPXL vs MKC
-33.0%
+178.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -2.5% | -1.5% | -1.1% | -1.9% |
| 30D | -4.2% | -3.1% | -1.1% | -3.1% |
| 3M | +8.1% | +5.2% | +2.9% | +4.8% |
| 6M | +35.6% | -12.8% | +48.4% | +43.3% |
| YTD | +28.8% | -23.3% | +52.1% | +43.8% |
| 1Y | +39.8% | -24.1% | +63.9% | +55.9% |
| 3Y | +221.4% | -32.1% | +253.5% | +286.1% |
| All | +145.2% | -33.0% | +178.2% | +216.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling