+53.8%
MMM vs UPRO
+1,152.9%
-1,099.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -1.6% | +1.5% | -3.1% | -2.0% |
| 30D | -8.0% | -3.7% | -4.3% | -7.1% |
| 3M | +9.4% | +8.0% | +1.4% | +6.5% |
| 6M | +10.2% | +38.7% | -28.4% | -0.8% |
| YTD | +6.1% | +29.5% | -23.4% | -2.8% |
| 1Y | +10.8% | +46.1% | -35.3% | -2.4% |
| 3Y | +104.8% | +229.1% | -124.3% | +37.4% |
| 5Y | +27.0% | +136.0% | -109.0% | -13.0% |
| 10Y | +53.8% | +1,155.3% | -1,101.5% | -46.0% |
| All | +53.8% | +1,152.9% | -1,099.2% | -46.0% |
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 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