+143.2%
SPXL vs MLM
+41.9%
+101.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -2.5% |
| 7D | +0.1% | -2.9% | +3.0% | +3.3% |
| 30D | -0.9% | -6.8% | +6.0% | +7.0% |
| 3M | +2.0% | -11.2% | +13.3% | +13.8% |
| 6M | +33.5% | -21.8% | +55.4% | +73.2% |
| YTD | +32.2% | -17.0% | +49.1% | +55.6% |
| 1Y | +48.9% | -16.4% | +65.3% | +72.4% |
| 3Y | +222.9% | +14.5% | +208.4% | +139.0% |
| All | +143.2% | +41.9% | +101.3% | +39.8% |
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