+237.4%
MP vs UPRO
+500.6%
-263.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -13.2% | +7.1% | +1.1% |
| 7D | -19.0% | -14.4% | -4.6% | -12.3% |
| 30D | -30.5% | -18.2% | -12.2% | -22.8% |
| 3M | -29.6% | -16.4% | -13.2% | -22.7% |
| 6M | -50.4% | -2.6% | -47.8% | -49.8% |
| YTD | -33.2% | +11.1% | -44.4% | -37.0% |
| 1Y | -38.6% | +11.8% | -50.3% | -42.0% |
| 3Y | +105.5% | +209.9% | -104.4% | +1.8% |
| 5Y | -7.8% | +80.9% | -88.7% | -43.0% |
| All | +237.4% | +500.6% | -263.2% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling