+339.0%
MCK vs UPRO
+137.8%
+201.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.4% | -0.1% |
| 7D | -2.9% | -2.5% | -0.4% | -2.7% |
| 30D | +0.4% | -4.2% | +4.6% | +0.7% |
| 3M | +12.1% | +8.1% | +4.0% | +11.2% |
| 6M | -5.4% | +35.2% | -40.7% | -8.3% |
| YTD | +7.8% | +28.4% | -20.7% | +4.9% |
| 1Y | +22.9% | +39.3% | -16.3% | +18.5% |
| 3Y | +110.7% | +219.9% | -109.2% | +81.0% |
| All | +339.0% | +137.8% | +201.2% | +278.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling