+17.6%
MUB vs UPRO
+1,162.5%
-1,145.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | -0.7% | -1.3% | +0.6% | -0.7% |
| 30D | -2.0% | -5.0% | +3.1% | -1.8% |
| 3M | -2.5% | +7.5% | -10.0% | -2.7% |
| 6M | -2.3% | +33.2% | -35.6% | -3.1% |
| YTD | -1.3% | +27.7% | -29.0% | -2.0% |
| 1Y | +1.1% | +43.0% | -41.9% | 0.0% |
| 3Y | +8.2% | +224.4% | -216.2% | +4.2% |
| 5Y | +1.5% | +135.9% | -134.4% | -2.3% |
| 10Y | +17.6% | +1,232.5% | -1,215.0% | +7.6% |
| All | +17.6% | +1,162.5% | -1,145.0% | +7.6% |
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