-81.6%
MARA vs UPRO
+1,102.3%
-1,183.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.0% | -5.2% |
| 7D | +22.4% | +9.7% | +12.8% | +13.9% |
| 30D | -21.0% | -9.8% | -11.2% | -13.9% |
| 3M | -25.3% | -9.1% | -16.2% | -19.1% |
| 6M | -43.4% | +0.9% | -44.3% | -43.1% |
| YTD | -19.8% | +21.9% | -41.7% | -29.4% |
| 1Y | -50.0% | +19.8% | -69.8% | -55.3% |
| 3Y | -25.1% | +227.4% | -252.5% | -68.0% |
| 5Y | -90.5% | +100.1% | -190.6% | -94.0% |
| All | -81.6% | +1,102.3% | -1,183.9% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 10y: compounded portfolio wealth divided by compounded UPRO 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…
10y analysis · Full analysis span regression · 6 months rolling