+181.2%
MLM vs UPRO
+1,093.1%
-911.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.1% |
| 7D | -4.1% | -8.7% | +4.6% | -1.4% |
| 30D | +8.2% | -16.9% | +25.1% | +14.5% |
| 3M | -3.6% | -15.3% | +11.7% | +1.3% |
| 6M | -15.6% | -5.7% | -9.8% | -15.0% |
| YTD | -16.4% | +12.1% | -28.5% | -21.1% |
| 1Y | -14.3% | +16.4% | -30.8% | -20.3% |
| 3Y | +19.3% | +210.5% | -191.2% | -25.2% |
| 5Y | +29.6% | +82.4% | -52.8% | -9.4% |
| All | +181.2% | +1,093.1% | -911.8% | -42.9% |
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