The Caputo fractional derivative has been one of the most useful operators for modelling non-local behaviours by fractional differential equations. It is defined, for a differentiable function f (t), by a fractional integral operator applied to the derivative f (t). We define a new fractional operator by substituting for this f (t) a more general proportional derivative. This new operator can also be written as a Riemann-Liouville integral of a proportional derivative, or in some important special cases as a linear combination of a Riemann-Liouville integral and a Caputo derivative. We then conduct some analysis of the new definition: constructing its inverse operator and Laplace transform, solving some fractional differential equations using it, and linking it with a recently described bivariate Mittag-Leffler function.