+2,444.0%
MULL vs UPRO
+58.3%
+2,385.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -0.1% |
| 7D | +14.0% | +1.5% | +12.5% | +10.8% |
| 30D | +24.8% | -3.7% | +28.5% | +32.6% |
| 3M | -16.1% | +8.0% | -24.1% | -21.1% |
| 6M | +330.9% | +38.7% | +292.2% | +195.8% |
| YTD | +545.0% | +29.5% | +515.5% | +400.6% |
| 1Y | +2,427.1% | +46.1% | +2,381.0% | +1,653.7% |
| All | +2,444.0% | +58.3% | +2,385.7% | +1,757.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling