-5.9%
MDB vs UPRO
+210.8%
-216.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.2% |
| 7D | -11.4% | -8.7% | -2.7% | -6.8% |
| 30D | -13.8% | -16.9% | +3.1% | -3.6% |
| 3M | -15.5% | -15.3% | -0.2% | -6.2% |
| 6M | +17.9% | -5.7% | +23.6% | +22.0% |
| YTD | -25.5% | +12.1% | -37.5% | -30.7% |
| 1Y | -12.1% | +16.4% | -28.5% | -20.2% |
| 3Y | -5.9% | +210.5% | -216.4% | -61.6% |
| All | -5.9% | +210.8% | -216.7% | -61.6% |
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 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