-94.2%
MARA vs UPRO
+4,296.3%
-4,390.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.0% |
| 7D | +10.1% | +7.4% | +2.7% | +4.5% |
| 30D | -15.1% | -7.9% | -7.2% | -9.5% |
| 3M | -24.1% | -12.0% | -12.1% | -16.2% |
| 6M | -45.2% | -2.0% | -43.2% | -43.6% |
| YTD | -22.2% | +20.4% | -42.5% | -30.0% |
| 1Y | -45.3% | +24.5% | -69.8% | -51.9% |
| 3Y | -23.9% | +224.4% | -248.2% | -64.6% |
| 5Y | -90.8% | +97.6% | -188.4% | -93.7% |
| 10Y | -81.0% | +1,097.3% | -1,178.4% | -95.1% |
| All | -94.2% | +4,296.3% | -4,390.5% | -99.5% |
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