-69.3%
MARA vs UPRO
+133.2%
-202.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +2.2% |
| 7D | +13.8% | -1.3% | +15.2% | +15.5% |
| 30D | +24.7% | -5.0% | +29.7% | +31.2% |
| 3M | -10.4% | +7.5% | -17.9% | -17.1% |
| 6M | +37.6% | +33.2% | +4.4% | +1.9% |
| YTD | +32.7% | +27.7% | +5.0% | +4.5% |
| 1Y | -25.2% | +43.0% | -68.2% | -47.1% |
| 3Y | +9.3% | +224.4% | -215.2% | -69.2% |
| 5Y | -69.3% | +135.9% | -205.2% | -86.3% |
| All | -69.3% | +133.2% | -202.5% | -86.3% |
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 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