+8,623.5%
SPXL vs MTB
+372.3%
+8,251.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.1% |
| 7D | +1.5% | +2.8% | -1.3% | -1.4% |
| 30D | -3.7% | -4.2% | +0.5% | +0.7% |
| 3M | +8.1% | +7.8% | +0.3% | -0.8% |
| 6M | +39.0% | +14.8% | +24.2% | +19.0% |
| YTD | +29.9% | +20.8% | +9.2% | +4.8% |
| 1Y | +46.6% | +23.1% | +23.5% | +15.2% |
| 3Y | +230.5% | +114.8% | +115.7% | +40.1% |
| 5Y | +140.2% | +103.3% | +36.9% | +3.4% |
| 10Y | +1,168.8% | +173.0% | +995.8% | +269.1% |
| All | +8,623.5% | +372.3% | +8,251.1% | +1,986.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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