+13,342.5%
UPRO vs MTB
+778.9%
+12,563.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.1% | +1.7% | -1.7% | -1.7% |
| 30D | -0.9% | -4.2% | +3.3% | +3.5% |
| 3M | +1.9% | +8.9% | -6.9% | -7.4% |
| 6M | +33.1% | +10.9% | +22.2% | +18.4% |
| YTD | +31.8% | +21.5% | +10.3% | +5.7% |
| 1Y | +48.3% | +21.9% | +26.4% | +17.8% |
| 3Y | +221.5% | +109.2% | +112.2% | +40.5% |
| 5Y | +136.7% | +102.0% | +34.8% | +2.7% |
| 10Y | +1,179.2% | +171.9% | +1,007.2% | +260.8% |
| All | +13,342.5% | +778.9% | +12,563.6% | +1,363.8% |
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