-19.1%
MXL vs UPRO
+95.9%
-115.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.4% |
| 7D | +13.4% | +7.4% | +6.0% | +7.9% |
| 30D | -29.2% | -7.9% | -21.3% | -22.7% |
| 3M | -27.2% | -12.0% | -15.2% | -16.9% |
| 6M | -36.4% | -2.0% | -34.5% | -32.0% |
| YTD | +220.0% | +20.4% | +199.6% | +195.1% |
| 1Y | +304.8% | +24.5% | +280.3% | +264.8% |
| 3Y | +238.5% | +224.4% | +14.1% | +59.4% |
| All | -19.1% | +95.9% | -115.0% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling