+1,186.4%
UPRO vs MKC
+29.9%
+1,156.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.1% |
| 7D | -2.5% | -1.5% | -1.1% | -1.4% |
| 30D | -4.2% | -3.1% | -1.1% | -2.2% |
| 3M | +8.1% | +5.2% | +2.9% | +1.7% |
| 6M | +35.2% | -12.8% | +48.1% | +46.3% |
| YTD | +28.4% | -23.3% | +51.7% | +51.6% |
| 1Y | +39.3% | -24.1% | +63.4% | +63.4% |
| 3Y | +219.9% | -32.1% | +252.0% | +298.7% |
| 5Y | +142.8% | -32.8% | +175.6% | +196.9% |
| All | +1,186.4% | +29.9% | +1,156.6% | +954.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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