+978.0%
MU vs UPRO
+230.4%
+747.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -0.7% |
| 7D | +21.6% | +9.7% | +12.0% | +12.8% |
| 30D | -16.2% | -9.8% | -6.5% | -7.9% |
| 3M | -12.4% | -9.1% | -3.3% | -4.6% |
| 6M | +4.2% | +0.9% | +3.3% | +6.0% |
| YTD | +180.0% | +21.9% | +158.1% | +146.6% |
| 1Y | +226.4% | +19.8% | +206.6% | +192.8% |
| All | +978.0% | +230.4% | +747.6% | +369.4% |
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