+213.3%
MCD vs UPRO
+1,064.0%
-850.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +7.3% | -2.9% | +10.1% | +7.7% |
| 30D | +20.0% | -12.4% | +32.4% | +22.7% |
| 3M | +3.8% | -11.9% | +15.7% | +6.0% |
| 6M | +3.8% | -1.7% | +5.4% | +2.9% |
| YTD | -5.9% | +18.5% | -24.4% | -10.7% |
| 1Y | -3.2% | +17.5% | -20.7% | -8.2% |
| 3Y | +13.3% | +218.4% | -205.1% | -18.3% |
| 5Y | +25.2% | +99.1% | -73.9% | -5.5% |
| 10Y | +213.3% | +1,071.1% | -857.8% | +40.1% |
| All | +213.3% | +1,064.0% | -850.7% | +40.1% |
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