+220.0%
SPXL vs MLM
+18.2%
+201.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -2.9% | -2.9% | 0.0% | +0.2% |
| 30D | -12.4% | +10.4% | -22.8% | -19.5% |
| 3M | -11.8% | -3.7% | -8.0% | -8.9% |
| 6M | -1.4% | -10.3% | +8.9% | +6.5% |
| YTD | +19.0% | -14.8% | +33.8% | +32.3% |
| 1Y | +18.0% | -13.9% | +31.8% | +29.7% |
| 3Y | +220.0% | +18.4% | +201.6% | +141.0% |
| All | +220.0% | +18.2% | +201.8% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling