+55.1%
SPXL vs MULL
+2,366.2%
-2,311.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.3% | +7.5% | -0.1% |
| 7D | -6.0% | +3.6% | -9.6% | -6.9% |
| 30D | -5.8% | +22.0% | -27.8% | -10.3% |
| 3M | +10.9% | -8.6% | +19.5% | +2.6% |
| 6M | +31.9% | +248.5% | -216.6% | -19.2% |
| YTD | +25.8% | +516.3% | -490.5% | -37.4% |
| 1Y | +39.8% | +2,036.6% | -1,996.9% | -55.7% |
| All | +55.1% | +2,366.2% | -2,311.1% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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