+515.6%
MET vs UPRO
+14,289.1%
-13,773.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +1.4% | -0.9% | +2.3% | +1.7% |
| 3M | +17.7% | +1.9% | +15.8% | +15.2% |
| 6M | +35.0% | +33.1% | +1.9% | +16.4% |
| YTD | +26.3% | +31.8% | -5.5% | +9.1% |
| 1Y | +22.8% | +48.3% | -25.5% | -0.1% |
| 3Y | +65.9% | +221.5% | -155.5% | -12.0% |
| 5Y | +85.4% | +136.7% | -51.4% | -1.1% |
| 10Y | +253.7% | +1,179.2% | -925.5% | -39.4% |
| All | +515.6% | +14,289.1% | -13,773.5% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling