+2,330.7%
MULL vs UPRO
+53.2%
+2,277.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.8% | -7.5% | -6.2% |
| 7D | +3.6% | -6.0% | +9.6% | +15.0% |
| 30D | +22.0% | -5.8% | +27.8% | +34.7% |
| 3M | -8.6% | +10.8% | -19.4% | -17.6% |
| 6M | +248.5% | +31.6% | +216.9% | +160.5% |
| YTD | +516.3% | +25.4% | +490.9% | +406.1% |
| 1Y | +2,036.6% | +39.2% | +1,997.4% | +1,501.7% |
| All | +2,330.7% | +53.2% | +2,277.5% | +1,778.3% |
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