+153.3%
MP vs UPRO
+222.2%
-68.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.0% |
| 7D | -2.9% | +0.1% | -2.9% | -2.9% |
| 30D | +13.8% | -0.9% | +14.7% | +14.4% |
| 3M | -16.7% | +1.9% | -18.6% | -17.4% |
| 6M | -11.5% | +33.1% | -44.6% | -22.8% |
| YTD | +7.9% | +31.8% | -23.9% | -5.6% |
| 1Y | -15.0% | +48.3% | -63.3% | -29.7% |
| All | +153.3% | +222.2% | -68.9% | +26.9% |
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