+135.9%
UPRO vs MDY
+45.8%
+90.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | +1.0% |
| 7D | -1.3% | -0.8% | -0.5% | +0.5% |
| 30D | -5.0% | -3.9% | -1.2% | +3.9% |
| 3M | +7.5% | 0.0% | +7.5% | +8.3% |
| 6M | +33.2% | +8.5% | +24.7% | +12.3% |
| YTD | +27.7% | +13.2% | +14.5% | -2.2% |
| 1Y | +43.0% | +15.0% | +28.0% | +6.0% |
| 3Y | +224.4% | +49.6% | +174.9% | +39.5% |
| 5Y | +135.9% | +46.0% | +89.8% | +24.4% |
| All | +135.9% | +45.8% | +90.0% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling