+64.9%
MET vs UPRO
+230.2%
-165.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.6% |
| 7D | +1.1% | +1.5% | -0.3% | +0.7% |
| 30D | -2.3% | -3.7% | +1.4% | -1.2% |
| 3M | +13.9% | +8.0% | +5.9% | +10.3% |
| 6M | +34.8% | +38.7% | -3.9% | +18.9% |
| YTD | +23.5% | +29.5% | -6.0% | +11.4% |
| 1Y | +23.4% | +46.1% | -22.7% | +6.1% |
| 3Y | +64.9% | +229.1% | -164.2% | +5.9% |
| All | +64.9% | +230.2% | -165.3% | +5.9% |
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