+191.7%
MPC vs UPRO
+226.4%
-34.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.0% | -2.4% | +3.2% |
| 7D | -9.4% | -0.9% | -8.5% | -9.5% |
| 30D | -14.3% | -11.4% | -2.9% | -12.5% |
| 3M | +31.1% | -10.9% | +42.0% | +33.4% |
| 6M | +60.3% | -0.5% | +60.8% | +58.1% |
| YTD | +142.5% | +19.9% | +122.6% | +126.4% |
| 1Y | +104.6% | +24.2% | +80.4% | +88.5% |
| 3Y | +191.7% | +236.9% | -45.2% | +75.3% |
| All | +191.7% | +226.4% | -34.7% | +75.3% |
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