+206.1%
MXL vs UPRO
+212.7%
-6.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -1.4% |
| 7D | +16.6% | -6.0% | +22.6% | +22.9% |
| 30D | +0.5% | -5.8% | +6.2% | +5.9% |
| 3M | -3.6% | +10.8% | -14.4% | -10.2% |
| 6M | +328.0% | +31.6% | +296.4% | +246.3% |
| YTD | +297.8% | +25.4% | +272.4% | +234.4% |
| 1Y | +339.4% | +39.2% | +300.2% | +240.6% |
| All | +206.1% | +212.7% | -6.6% | +16.2% |
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