+198.0%
MET vs UPRO
+1,064.0%
-866.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +1.8% | -2.9% | +4.6% | +2.5% |
| 30D | +4.8% | -12.4% | +17.2% | +9.6% |
| 3M | +6.2% | -11.9% | +18.1% | +10.5% |
| 6M | +33.8% | -1.7% | +35.5% | +32.0% |
| YTD | +33.3% | +18.5% | +14.8% | +21.4% |
| 1Y | +36.3% | +17.5% | +18.8% | +24.2% |
| 3Y | +84.6% | +218.4% | -133.8% | +6.9% |
| 5Y | +87.7% | +99.1% | -11.5% | +18.2% |
| 10Y | +198.0% | +1,071.1% | -873.1% | -29.4% |
| All | +198.0% | +1,064.0% | -866.0% | -29.4% |
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