+959.5%
MDB vs UPRO
+632.0%
+327.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | +11.6% | +9.7% | +1.9% | +6.2% |
| 30D | -8.9% | -9.8% | +0.8% | -3.8% |
| 3M | -22.4% | -9.1% | -13.3% | -18.2% |
| 6M | +10.1% | +0.9% | +9.2% | +9.3% |
| YTD | -19.0% | +21.9% | -40.9% | -27.5% |
| 1Y | -7.0% | +19.8% | -26.8% | -16.1% |
| 3Y | -9.8% | +227.4% | -237.2% | -53.3% |
| 5Y | -40.1% | +100.1% | -140.1% | -61.6% |
| All | +959.5% | +632.0% | +327.5% | +240.0% |
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