+12,463.5%
UPRO vs MTB
+706.9%
+11,756.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.1% |
| 7D | -3.8% | -2.0% | -1.8% | -1.4% |
| 30D | -8.9% | +0.1% | -9.0% | -8.8% |
| 3M | -7.4% | -12.1% | +4.7% | +6.0% |
| 6M | +1.6% | +7.3% | -5.7% | -6.5% |
| YTD | +23.2% | +11.5% | +11.6% | +8.2% |
| 1Y | +21.2% | +21.3% | 0.0% | -2.8% |
| 3Y | +230.8% | +104.1% | +126.7% | +49.5% |
| 5Y | +106.7% | +61.8% | +44.8% | +16.2% |
| 10Y | +1,125.0% | +115.4% | +1,009.6% | +360.6% |
| All | +12,463.5% | +706.9% | +11,756.6% | +1,398.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling