+10.5%
MCD vs UPRO
+210.8%
-200.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.6% |
| 7D | +7.1% | -8.7% | +15.8% | +7.7% |
| 30D | +19.8% | -16.9% | +36.7% | +21.1% |
| 3M | +0.8% | -15.3% | +16.1% | +1.7% |
| 6M | -1.3% | -5.7% | +4.4% | -1.3% |
| YTD | -7.8% | +12.1% | -19.8% | -9.3% |
| 1Y | -5.0% | +16.4% | -21.4% | -6.9% |
| 3Y | +10.5% | +210.5% | -200.0% | -7.6% |
| All | +10.5% | +210.8% | -200.3% | -7.6% |
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