+106.7%
UPRO vs MKC
-35.7%
+142.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.7% |
| 7D | -3.8% | -7.0% | +3.2% | -1.1% |
| 30D | -8.9% | +4.1% | -12.9% | -10.6% |
| 3M | -7.4% | -10.3% | +2.9% | -3.9% |
| 6M | +1.6% | +1.7% | -0.1% | -1.2% |
| YTD | +23.2% | -29.1% | +52.3% | +41.1% |
| 1Y | +21.2% | -26.0% | +47.2% | +35.0% |
| 3Y | +230.8% | -21.5% | +252.3% | +238.9% |
| 5Y | +106.7% | -35.0% | +141.7% | +191.1% |
| All | +106.7% | -35.7% | +142.4% | +191.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling