+233.6%
SPXL vs MUB
+11.3%
+222.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.3% |
| 7D | -3.8% | +0.4% | -4.2% | -4.8% |
| 30D | -8.8% | +3.9% | -12.7% | -17.0% |
| 3M | -7.4% | -0.2% | -7.2% | -6.3% |
| 6M | +1.8% | -0.4% | +2.1% | +3.7% |
| YTD | +23.6% | +0.5% | +23.1% | +23.9% |
| 1Y | +21.7% | +0.7% | +21.1% | +21.8% |
| All | +233.6% | +11.3% | +222.4% | +161.0% |
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