+85.0%
SPXL vs MLM
+23.5%
+61.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +2.8% |
| 7D | -8.7% | -4.1% | -4.6% | -3.8% |
| 30D | -16.9% | +8.2% | -25.1% | -24.4% |
| 3M | -15.2% | -3.6% | -11.6% | -12.4% |
| 6M | -5.5% | -15.6% | +10.0% | +11.1% |
| YTD | +12.4% | -16.4% | +28.9% | +30.8% |
| 1Y | +16.9% | -14.3% | +31.3% | +31.8% |
| 3Y | +211.8% | +19.3% | +192.5% | +113.4% |
| All | +85.0% | +23.5% | +61.5% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling