-14.2%
MLM vs UPRO
+19.8%
-34.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -0.9% | +7.4% | -8.3% | -3.0% |
| 30D | +9.0% | -7.9% | +16.9% | +11.1% |
| 3M | -5.6% | -12.0% | +6.4% | -2.6% |
| 6M | -10.7% | -2.0% | -8.7% | -11.1% |
| YTD | -17.2% | +20.4% | -37.5% | -24.1% |
| 1Y | -14.2% | +24.5% | -38.7% | -22.1% |
| All | -14.2% | +19.8% | -34.1% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling