+267.3%
MP vs UPRO
+565.6%
-298.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | -1.4% |
| 7D | +2.3% | -3.8% | +6.1% | +4.1% |
| 30D | -15.3% | -8.9% | -6.4% | -11.3% |
| 3M | -33.5% | -7.4% | -26.1% | -30.9% |
| 6M | -45.5% | +1.6% | -47.1% | -46.1% |
| YTD | -27.3% | +23.2% | -50.5% | -35.1% |
| 1Y | -40.7% | +21.2% | -62.0% | -46.6% |
| 3Y | +145.9% | +230.8% | -85.0% | +17.9% |
| 5Y | -13.9% | +106.7% | -120.6% | -50.4% |
| All | +267.3% | +565.6% | -298.3% | +40.4% |
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