+2,199.4%
MCO vs UPRO
+14,044.7%
-11,845.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.8% |
| 7D | -2.7% | +1.5% | -4.2% | -3.3% |
| 30D | +0.9% | -3.7% | +4.7% | +2.4% |
| 3M | +8.7% | +8.0% | +0.7% | +4.5% |
| 6M | +2.4% | +38.7% | -36.2% | -11.9% |
| YTD | -5.2% | +29.5% | -34.7% | -16.4% |
| 1Y | -4.4% | +46.1% | -50.5% | -20.4% |
| 3Y | +45.1% | +229.1% | -184.0% | -18.8% |
| 5Y | +31.5% | +136.0% | -104.5% | -22.9% |
| 10Y | +380.7% | +1,155.3% | -774.5% | +10.1% |
| All | +2,199.4% | +14,044.7% | -11,845.2% | +72.6% |
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