-20.7%
MDLN vs UPRO
+30.0%
-50.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.1% |
| 7D | -11.1% | -2.5% | -8.6% | -10.6% |
| 30D | -8.4% | -4.2% | -4.1% | -7.6% |
| 3M | -12.4% | +8.1% | -20.4% | -13.3% |
| 6M | -23.3% | +35.2% | -58.5% | -29.2% |
| YTD | -22.5% | +28.4% | -51.0% | -27.8% |
| All | -20.7% | +30.0% | -50.7% | -26.3% |
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 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