+143.4%
MLM vs UPRO
+1,064.0%
-920.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -2.9% | -2.9% | 0.0% | -2.2% |
| 30D | +10.4% | -12.4% | +22.8% | +14.8% |
| 3M | -3.7% | -11.9% | +8.1% | -0.3% |
| 6M | -10.3% | -1.7% | -8.6% | -10.9% |
| YTD | -14.8% | +18.5% | -33.3% | -21.1% |
| 1Y | -13.9% | +17.5% | -31.4% | -20.1% |
| 3Y | +18.4% | +218.4% | -200.0% | -26.2% |
| 5Y | +31.8% | +99.1% | -67.3% | -10.4% |
| 10Y | +143.4% | +1,071.1% | -927.7% | -35.6% |
| All | +143.4% | +1,064.0% | -920.6% | -35.6% |
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