+1,232.5%
UPRO vs MTB
+172.8%
+1,059.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | -1.3% | +1.1% | -2.4% | -2.3% |
| 30D | -5.0% | -4.6% | -0.4% | -0.8% |
| 3M | +7.5% | +6.3% | +1.2% | +1.0% |
| 6M | +33.2% | +15.6% | +17.6% | +15.3% |
| YTD | +27.7% | +20.6% | +7.2% | +5.7% |
| 1Y | +43.0% | +22.5% | +20.5% | +16.0% |
| 3Y | +224.4% | +114.4% | +110.0% | +53.1% |
| 5Y | +135.9% | +101.9% | +34.0% | +15.4% |
| 10Y | +1,232.5% | +170.4% | +1,062.1% | +434.0% |
| All | +1,232.5% | +172.8% | +1,059.7% | +434.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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