+135.9%
UPRO vs MKC
-34.7%
+170.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -1.3% | -4.3% | +3.0% | +0.5% |
| 30D | -5.0% | -3.1% | -1.9% | -3.9% |
| 3M | +7.5% | +6.8% | +0.7% | +3.4% |
| 6M | +33.2% | -18.3% | +51.6% | +45.6% |
| YTD | +27.7% | -23.1% | +50.8% | +42.4% |
| 1Y | +43.0% | -23.7% | +66.7% | +59.0% |
| 3Y | +224.4% | -31.0% | +255.4% | +284.9% |
| 5Y | +135.9% | -33.5% | +169.4% | +209.4% |
| All | +135.9% | -34.7% | +170.5% | +209.4% |
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