-24.7%
MDB vs UPRO
+137.3%
-162.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.3% |
| 7D | -17.4% | +0.1% | -17.5% | -17.6% |
| 30D | -2.0% | -0.9% | -1.1% | -1.2% |
| 3M | -3.0% | +1.9% | -4.9% | -4.9% |
| 6M | +48.7% | +33.1% | +15.6% | +19.0% |
| YTD | -12.1% | +31.8% | -43.9% | -28.8% |
| 1Y | +14.5% | +48.3% | -33.8% | -15.4% |
| 3Y | -6.1% | +221.5% | -227.6% | -64.4% |
| All | -24.7% | +137.3% | -162.0% | -64.6% |
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 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