+302.4%
MXL vs UPRO
+1,258.3%
-955.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +6.0% |
| 7D | +18.9% | -2.5% | +21.4% | +20.7% |
| 30D | +0.3% | -4.2% | +4.5% | +3.1% |
| 3M | -8.0% | +8.1% | -16.1% | -11.1% |
| 6M | +341.2% | +35.2% | +306.0% | +274.7% |
| YTD | +327.8% | +28.4% | +299.4% | +274.8% |
| 1Y | +364.9% | +39.3% | +325.6% | +290.6% |
| 3Y | +229.2% | +219.9% | +9.3% | +73.3% |
| 5Y | +42.8% | +142.8% | -100.1% | -16.8% |
| All | +302.4% | +1,258.3% | -955.9% | -16.3% |
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