+160.9%
MMM vs UPRO
+230.4%
-69.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -0.8% | +9.7% | -10.5% | -3.7% |
| 30D | +14.4% | -9.8% | +24.2% | +17.6% |
| 3M | +1.8% | -9.1% | +10.9% | +4.2% |
| 6M | +31.3% | +0.9% | +30.4% | +29.1% |
| YTD | +18.0% | +21.9% | -3.9% | +8.4% |
| 1Y | +10.9% | +19.8% | -8.9% | +2.3% |
| All | +160.9% | +230.4% | -69.5% | +82.3% |
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