+180.6%
MPC vs UPRO
+222.2%
-41.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +5.4% | +0.1% | +5.4% | +5.4% |
| 30D | +31.0% | -0.9% | +31.9% | +31.1% |
| 3M | +46.0% | +1.9% | +44.1% | +44.7% |
| 6M | +77.3% | +33.1% | +44.2% | +63.6% |
| YTD | +141.9% | +31.8% | +110.1% | +123.2% |
| 1Y | +120.9% | +48.3% | +72.6% | +96.1% |
| All | +180.6% | +222.2% | -41.6% | +96.6% |
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