+680.8%
MLM vs UPRO
+12,035.6%
-11,354.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -13.2% | +8.0% | -0.5% |
| 7D | -1.2% | -14.4% | +13.2% | +4.0% |
| 30D | +7.9% | -18.2% | +26.2% | +15.3% |
| 3M | -4.5% | -16.4% | +11.9% | +1.1% |
| 6M | -12.6% | -2.6% | -10.0% | -13.1% |
| YTD | -14.9% | +11.1% | -26.0% | -19.7% |
| 1Y | -13.1% | +11.8% | -24.8% | -18.3% |
| 3Y | +21.2% | +209.9% | -188.7% | -26.0% |
| 5Y | +32.0% | +80.9% | -48.9% | -9.4% |
| 10Y | +195.3% | +1,134.2% | -938.9% | -20.4% |
| All | +680.8% | +12,035.6% | -11,354.9% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling