-89.2%
MARA vs UPRO
+104.9%
-194.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.9% | +0.5% | +0.4% |
| 7D | +11.5% | -3.8% | +15.3% | +15.9% |
| 30D | -18.9% | -8.9% | -10.0% | -10.6% |
| 3M | -20.9% | -7.4% | -13.4% | -14.4% |
| 6M | -42.8% | +1.6% | -44.3% | -43.5% |
| YTD | -14.7% | +23.2% | -37.9% | -30.1% |
| 1Y | -47.6% | +21.2% | -68.9% | -56.3% |
| 3Y | -20.3% | +230.8% | -251.1% | -77.8% |
| 5Y | -89.2% | +106.7% | -195.8% | -94.7% |
| All | -89.2% | +104.9% | -194.1% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling