-74.1%
MARA vs UPRO
+1,258.3%
-1,332.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +2.9% |
| 7D | +5.9% | -2.5% | +8.5% | +8.0% |
| 30D | +24.3% | -4.2% | +28.5% | +28.5% |
| 3M | -12.0% | +8.1% | -20.0% | -17.1% |
| 6M | +40.1% | +35.2% | +4.9% | +11.5% |
| YTD | +33.4% | +28.4% | +5.0% | +12.2% |
| 1Y | -23.7% | +39.3% | -63.0% | -39.1% |
| 3Y | +19.0% | +219.9% | -200.9% | -48.6% |
| 5Y | -66.5% | +142.8% | -209.3% | -81.1% |
| All | -74.1% | +1,258.3% | -1,332.4% | -93.6% |
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