+954.3%
MDB vs UPRO
+639.7%
+314.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | -0.2% |
| 7D | +3.0% | -3.8% | +6.7% | +4.8% |
| 30D | -11.3% | -8.9% | -2.5% | -6.8% |
| 3M | -23.0% | -7.4% | -15.6% | -19.6% |
| 6M | +14.8% | +1.6% | +13.2% | +13.5% |
| YTD | -19.4% | +23.2% | -42.6% | -28.2% |
| 1Y | -9.0% | +21.2% | -30.2% | -18.4% |
| 3Y | -10.3% | +230.8% | -241.1% | -53.8% |
| 5Y | -38.4% | +106.7% | -145.1% | -61.1% |
| All | +954.3% | +639.7% | +314.7% | +236.5% |
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