-1.5%
MCD vs UPRO
+222.2%
-223.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -6.0% | -0.9% | -5.1% | -6.0% |
| 3M | -5.6% | +1.9% | -7.5% | -5.8% |
| 6M | -21.9% | +33.1% | -55.0% | -23.9% |
| YTD | -14.7% | +31.8% | -46.5% | -17.0% |
| 1Y | -17.3% | +48.3% | -65.5% | -20.5% |
| All | -1.5% | +222.2% | -223.7% | -16.9% |
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