+57.9%
SPXL vs MULL
+2,620.5%
-2,562.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -2.4% |
| 7D | -1.3% | +14.8% | -16.1% | -4.0% |
| 30D | -5.0% | +36.6% | -41.6% | -11.4% |
| 3M | +7.6% | -8.9% | +16.5% | -0.1% |
| 6M | +33.6% | +311.9% | -278.3% | -21.1% |
| YTD | +28.1% | +579.8% | -551.7% | -37.3% |
| 1Y | +43.6% | +2,421.5% | -2,377.9% | -56.3% |
| All | +57.9% | +2,620.5% | -2,562.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling