+274.5%
MP vs UPRO
+558.7%
-284.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.5% |
| 7D | +11.0% | +9.7% | +1.3% | +5.6% |
| 30D | -11.7% | -9.8% | -2.0% | -7.1% |
| 3M | -30.8% | -9.1% | -21.7% | -27.4% |
| 6M | -42.9% | +0.9% | -43.8% | -43.3% |
| YTD | -25.9% | +21.9% | -47.8% | -33.5% |
| 1Y | -37.3% | +19.8% | -57.1% | -43.1% |
| 3Y | +150.7% | +227.4% | -76.7% | +20.9% |
| 5Y | -19.3% | +100.1% | -119.4% | -52.8% |
| All | +274.5% | +558.7% | -284.2% | +44.0% |
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 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