+1,330.3%
MULL vs UPRO
+50.5%
+1,279.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +3.9% | +20.1% | +17.2% |
| 7D | -2.5% | -3.8% | +1.2% | +11.4% |
| 30D | -40.1% | -8.9% | -31.2% | -24.5% |
| 3M | -28.2% | -7.4% | -20.8% | -12.4% |
| 6M | -39.6% | +1.6% | -41.1% | -29.6% |
| YTD | +262.6% | +23.2% | +239.5% | +229.2% |
| 1Y | +366.2% | +21.2% | +344.9% | +348.8% |
| All | +1,330.3% | +50.5% | +1,279.8% | +1,121.8% |
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