+43.5%
MLM vs UPRO
+137.3%
-93.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -6.8% | -0.9% | -5.9% | -6.6% |
| 3M | -11.2% | +1.9% | -13.2% | -12.3% |
| 6M | -21.8% | +33.1% | -54.9% | -29.7% |
| YTD | -17.0% | +31.8% | -48.8% | -25.2% |
| 1Y | -16.4% | +48.3% | -64.6% | -28.0% |
| 3Y | +14.5% | +221.5% | -207.0% | -29.4% |
| All | +43.5% | +137.3% | -93.8% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling