+1,110.7%
SPXL vs MLM
+138.2%
+972.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.5% |
| 7D | +7.4% | -0.9% | +8.3% | +8.5% |
| 30D | -7.8% | +9.0% | -16.9% | -15.8% |
| 3M | -11.9% | -5.6% | -6.4% | -7.3% |
| 6M | -1.7% | -10.7% | +9.0% | +6.9% |
| YTD | +20.8% | -17.2% | +38.0% | +40.3% |
| 1Y | +25.0% | -14.2% | +39.2% | +40.0% |
| 3Y | +226.1% | +15.6% | +210.5% | +168.0% |
| 5Y | +101.1% | +26.2% | +74.9% | +59.4% |
| All | +1,110.7% | +138.2% | +972.4% | +414.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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