-90.5%
MARA vs UPRO
+4,712.6%
-4,803.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.6% |
| 7D | +6.0% | +0.1% | +5.9% | +6.2% |
| 30D | +0.6% | -0.9% | +1.5% | +1.2% |
| 3M | -18.5% | +1.9% | -20.4% | -19.2% |
| 6M | +21.7% | +33.1% | -11.4% | +0.2% |
| YTD | +25.9% | +31.8% | -5.8% | +5.6% |
| 1Y | -25.1% | +48.3% | -73.4% | -41.7% |
| 3Y | -5.7% | +221.5% | -227.2% | -56.3% |
| 5Y | -73.9% | +136.7% | -210.7% | -84.1% |
| 10Y | -75.6% | +1,179.2% | -1,254.8% | -94.1% |
| All | -90.5% | +4,712.6% | -4,803.1% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling