+188.9%
MCHP vs UPRO
+1,226.0%
-1,037.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -0.9% |
| 7D | -2.1% | -6.0% | +3.9% | +1.3% |
| 30D | -11.1% | -5.8% | -5.3% | -8.2% |
| 3M | -18.1% | +10.8% | -28.9% | -22.1% |
| 6M | +10.8% | +31.6% | -20.8% | -4.5% |
| YTD | +14.2% | +25.4% | -11.1% | +0.7% |
| 1Y | +13.5% | +39.2% | -25.8% | -5.8% |
| 3Y | -2.0% | +218.5% | -220.5% | -48.6% |
| 5Y | +1.4% | +137.1% | -135.7% | -42.8% |
| All | +188.9% | +1,226.0% | -1,037.1% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling