+8,342.0%
SPXL vs MTCH
+829.1%
+7,512.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.8% | -2.4% |
| 7D | -6.0% | -1.4% | -4.6% | -5.2% |
| 30D | -5.8% | +13.6% | -19.4% | -13.3% |
| 3M | +10.9% | +22.4% | -11.5% | -3.4% |
| 6M | +31.9% | +37.2% | -5.3% | +6.8% |
| YTD | +25.8% | +31.8% | -6.0% | +3.7% |
| 1Y | +39.8% | +12.9% | +26.9% | +26.5% |
| 3Y | +219.9% | -1.1% | +221.0% | +194.4% |
| 5Y | +141.1% | -73.5% | +214.6% | +389.9% |
| 10Y | +1,223.7% | +200.7% | +1,023.0% | +269.9% |
| All | +8,342.0% | +829.1% | +7,512.9% | +244.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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