+226.2%
MRK vs UPRO
+1,226.0%
-999.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | -5.0% | -6.0% | +1.0% | -4.0% |
| 30D | +11.0% | -5.8% | +16.7% | +12.1% |
| 3M | +22.4% | +10.8% | +11.6% | +19.9% |
| 6M | +25.4% | +31.6% | -6.2% | +18.8% |
| YTD | +39.5% | +25.4% | +14.1% | +32.9% |
| 1Y | +78.0% | +39.2% | +38.7% | +66.1% |
| 3Y | +45.5% | +218.5% | -173.0% | +12.9% |
| 5Y | +130.3% | +137.1% | -6.8% | +77.8% |
| All | +226.2% | +1,226.0% | -999.9% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling