+10.8%
MMM vs UPRO
+46.2%
-35.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | -1.6% | +1.5% | -3.1% | -2.0% |
| 30D | -8.0% | -3.7% | -4.3% | -7.2% |
| 3M | +9.4% | +8.0% | +1.4% | +7.0% |
| 6M | +10.2% | +38.7% | -28.4% | -0.7% |
| YTD | +6.1% | +29.5% | -23.4% | -2.8% |
| 1Y | +10.8% | +46.1% | -35.3% | -3.0% |
| All | +10.8% | +46.2% | -35.4% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling