+205.9%
MCD vs UPRO
+1,130.0%
-924.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -3.4% |
| 7D | -1.9% | -3.8% | +1.8% | -1.5% |
| 30D | +16.6% | -8.9% | +25.5% | +18.3% |
| 3M | +0.9% | -7.4% | +8.4% | +2.0% |
| 6M | +1.5% | +1.6% | -0.1% | 0.0% |
| YTD | -8.3% | +23.2% | -31.5% | -13.8% |
| 1Y | -8.1% | +21.2% | -29.4% | -13.5% |
| 3Y | +10.3% | +230.8% | -220.5% | -21.1% |
| 5Y | +23.4% | +106.7% | -83.3% | -7.5% |
| 10Y | +205.9% | +1,125.0% | -919.1% | +36.2% |
| All | +205.9% | +1,130.0% | -924.1% | +36.2% |
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 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