+677.1%
MCD vs UPRO
+12,035.6%
-11,358.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.2% | +12.4% | +1.8% |
| 7D | +8.0% | -14.4% | +22.4% | +11.1% |
| 30D | +19.6% | -18.2% | +37.9% | +24.0% |
| 3M | +2.2% | -16.4% | +18.6% | +5.4% |
| 6M | -1.1% | -2.6% | +1.5% | -1.7% |
| YTD | -7.2% | +11.1% | -18.4% | -10.7% |
| 1Y | -6.7% | +11.8% | -18.5% | -10.5% |
| 3Y | +11.6% | +209.9% | -198.3% | -17.6% |
| 5Y | +22.6% | +80.9% | -58.2% | -4.4% |
| 10Y | +218.4% | +1,134.2% | -915.8% | +45.0% |
| All | +677.1% | +12,035.6% | -11,358.6% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling