+62.9%
MNST vs UPRO
+210.8%
-147.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.5% |
| 7D | -3.4% | -8.7% | +5.3% | -2.6% |
| 30D | +6.6% | -16.9% | +23.5% | +8.5% |
| 3M | -2.9% | -15.3% | +12.4% | -1.5% |
| 6M | +18.4% | -5.7% | +24.2% | +18.5% |
| YTD | +19.3% | +12.1% | +7.2% | +16.6% |
| 1Y | +37.9% | +16.4% | +21.5% | +34.1% |
| 3Y | +62.9% | +210.5% | -147.7% | +31.9% |
| All | +62.9% | +210.8% | -147.9% | +31.9% |
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