+157.1%
MMM vs UPRO
+210.8%
-53.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | +6.2% | -8.7% | +14.9% | +9.0% |
| 30D | +14.2% | -16.9% | +31.1% | +20.4% |
| 3M | +2.9% | -15.3% | +18.2% | +7.7% |
| 6M | +27.6% | -5.7% | +33.3% | +28.2% |
| YTD | +17.3% | +12.1% | +5.2% | +10.7% |
| 1Y | +15.1% | +16.4% | -1.3% | +7.1% |
| 3Y | +157.1% | +210.5% | -53.4% | +79.1% |
| All | +157.1% | +210.8% | -53.7% | +79.1% |
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