+227.2%
SPXL vs MLM
+15.1%
+212.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -2.2% |
| 7D | +0.1% | -2.9% | +3.0% | +2.6% |
| 30D | -0.9% | -6.8% | +6.0% | +5.2% |
| 3M | +2.0% | -11.2% | +13.3% | +11.2% |
| 6M | +33.5% | -21.8% | +55.4% | +64.8% |
| YTD | +32.2% | -17.0% | +49.1% | +50.4% |
| 1Y | +48.9% | -16.4% | +65.3% | +67.2% |
| All | +227.2% | +15.1% | +212.1% | +157.7% |
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