+219.6%
SPXL vs MUB
+8.2%
+211.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.1% |
| 7D | -1.3% | -0.7% | -0.6% | +0.5% |
| 30D | -5.0% | -2.0% | -3.0% | +0.1% |
| 3M | +7.6% | -2.5% | +10.1% | +15.3% |
| 6M | +33.6% | -2.3% | +35.9% | +42.7% |
| YTD | +28.1% | -1.3% | +29.4% | +33.9% |
| 1Y | +43.6% | +1.1% | +42.5% | +42.9% |
| All | +219.6% | +8.2% | +211.4% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling