+163.8%
MPC vs UPRO
+210.8%
-47.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | -16.2% | -8.7% | -7.5% | -14.8% |
| 30D | -15.7% | -16.9% | +1.2% | -12.9% |
| 3M | +24.9% | -15.3% | +40.2% | +28.3% |
| 6M | +52.7% | -5.7% | +58.4% | +52.1% |
| YTD | +131.9% | +12.1% | +119.8% | +119.4% |
| 1Y | +96.6% | +16.4% | +80.2% | +83.5% |
| 3Y | +163.8% | +210.5% | -46.8% | +63.5% |
| All | +163.8% | +210.8% | -47.0% | +63.5% |
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