+7,449.0%
SPXL vs MLM
+648.0%
+6,801.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +2.7% |
| 7D | -8.7% | -4.1% | -4.6% | -4.2% |
| 30D | -16.9% | +8.2% | -25.1% | -23.8% |
| 3M | -15.2% | -3.6% | -11.6% | -12.7% |
| 6M | -5.5% | -15.6% | +10.0% | +9.2% |
| YTD | +12.4% | -16.4% | +28.9% | +29.8% |
| 1Y | +16.9% | -14.3% | +31.3% | +31.6% |
| 3Y | +211.8% | +19.3% | +192.5% | +147.3% |
| 5Y | +85.6% | +29.6% | +56.1% | +44.5% |
| 10Y | +1,159.4% | +189.9% | +969.5% | +298.4% |
| All | +7,449.0% | +648.0% | +6,801.0% | +620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling