+2,802.6%
MULL vs UPRO
+51.4%
+2,751.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.2% | +13.0% | +14.5% |
| 7D | +17.3% | +0.1% | +17.2% | +16.4% |
| 30D | +23.5% | -0.9% | +24.4% | +24.8% |
| 3M | -24.0% | +1.9% | -25.9% | -20.5% |
| 6M | +276.7% | +33.1% | +243.6% | +153.6% |
| YTD | +565.1% | +31.8% | +533.3% | +358.7% |
| 1Y | +2,802.6% | +48.3% | +2,754.3% | +1,572.6% |
| All | +2,802.6% | +51.4% | +2,751.2% | +1,572.6% |
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 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