+8.6%
MCD vs UPRO
+226.4%
-217.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -1.6% | +7.4% | -9.1% | -2.1% |
| 30D | +14.1% | -7.9% | +22.0% | +14.6% |
| 3M | +0.6% | -12.0% | +12.6% | +1.3% |
| 6M | 0.0% | -2.0% | +2.0% | -0.2% |
| YTD | -9.3% | +20.4% | -29.7% | -11.2% |
| 1Y | -9.3% | +24.5% | -33.8% | -11.5% |
| 3Y | +8.6% | +224.4% | -215.8% | -10.4% |
| All | +8.6% | +226.4% | -217.8% | -10.4% |
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