+672.8%
MCD vs UPRO
+12,137.2%
-11,464.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | +7.1% | -8.7% | +15.8% | +8.8% |
| 30D | +19.8% | -16.9% | +36.7% | +23.8% |
| 3M | +0.8% | -15.3% | +16.1% | +3.7% |
| 6M | -1.3% | -5.7% | +4.4% | -1.2% |
| YTD | -7.8% | +12.1% | -19.8% | -11.4% |
| 1Y | -5.0% | +16.4% | -21.4% | -9.6% |
| 3Y | +10.5% | +210.5% | -200.0% | -18.4% |
| 5Y | +22.0% | +82.4% | -60.4% | -5.1% |
| 10Y | +216.7% | +1,144.5% | -927.9% | +44.0% |
| All | +672.8% | +12,137.2% | -11,464.4% | +134.4% |
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 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