+475.1%
MULL vs UPRO
+29.4%
+445.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.9% | -18.6% | -24.4% |
| 7D | -35.9% | -2.6% | -33.3% | -33.1% |
| 30D | -47.3% | -4.3% | -43.0% | -42.0% |
| 3M | -30.6% | -4.3% | -26.3% | -24.5% |
| 6M | +13.7% | +14.7% | -1.0% | -3.1% |
| YTD | +272.1% | +28.0% | +244.1% | +174.1% |
| 1Y | +475.1% | +29.8% | +445.2% | +325.1% |
| All | +475.1% | +29.4% | +445.7% | +325.1% |
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