+110.7%
MCK vs UPRO
+220.4%
-109.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.4% | +0.1% |
| 7D | -2.9% | -2.5% | -0.4% | -2.9% |
| 30D | +0.4% | -4.2% | +4.6% | +0.4% |
| 3M | +12.1% | +8.1% | +4.0% | +12.0% |
| 6M | -5.4% | +35.2% | -40.7% | -6.4% |
| YTD | +7.8% | +28.4% | -20.7% | +6.9% |
| 1Y | +22.9% | +39.3% | -16.3% | +21.5% |
| 3Y | +110.7% | +219.9% | -109.2% | +110.9% |
| All | +110.7% | +220.4% | -109.6% | +110.9% |
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