+855.4%
MU vs UPRO
+210.8%
+644.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.4% |
| 7D | -22.0% | -8.7% | -13.3% | -15.5% |
| 30D | -36.6% | -16.9% | -19.7% | -25.5% |
| 3M | -21.7% | -15.3% | -6.4% | -9.9% |
| 6M | +3.5% | -5.7% | +9.3% | +11.6% |
| YTD | +141.9% | +12.1% | +129.9% | +128.3% |
| 1Y | +189.8% | +16.4% | +173.4% | +167.4% |
| 3Y | +855.4% | +210.5% | +644.8% | +365.8% |
| All | +855.4% | +210.8% | +644.6% | +365.8% |
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 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