+1,211.6%
MULL vs UPRO
+47.1%
+1,164.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -3.9% | -3.0% |
| 7D | +24.5% | +7.4% | +17.1% | +11.6% |
| 30D | -35.5% | -7.9% | -27.6% | -20.2% |
| 3M | -44.8% | -12.0% | -32.8% | -26.6% |
| 6M | -45.5% | -2.0% | -43.5% | -32.6% |
| YTD | +232.5% | +20.4% | +212.1% | +214.5% |
| 1Y | +343.3% | +24.5% | +318.7% | +313.4% |
| All | +1,211.6% | +47.1% | +1,164.4% | +1,067.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling