+228.4%
UPRO vs MTB
+105.0%
+123.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -0.9% |
| 7D | +9.7% | 0.0% | +9.7% | +9.7% |
| 30D | -9.8% | +0.8% | -10.6% | -10.2% |
| 3M | -9.1% | -12.8% | +3.7% | +2.5% |
| 6M | +0.9% | +6.7% | -5.8% | -5.5% |
| YTD | +21.9% | +11.3% | +10.6% | +9.2% |
| 1Y | +19.8% | +20.2% | -0.4% | -0.2% |
| All | +228.4% | +105.0% | +123.4% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling