-15.1%
MP vs UPRO
+81.0%
-96.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.5% |
| 7D | -10.5% | -8.7% | -1.8% | -6.4% |
| 30D | -23.5% | -16.9% | -6.6% | -15.6% |
| 3M | -25.4% | -15.3% | -10.2% | -18.5% |
| 6M | -51.3% | -5.7% | -45.5% | -49.8% |
| YTD | -29.9% | +12.1% | -42.0% | -34.3% |
| 1Y | -31.8% | +16.4% | -48.3% | -37.2% |
| 3Y | +127.0% | +210.5% | -83.5% | +9.3% |
| All | -15.1% | +81.0% | -96.1% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling