+137.1%
UPRO vs MTCH
-72.5%
+209.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.8% | -2.4% |
| 7D | -6.0% | -1.4% | -4.6% | -5.2% |
| 30D | -5.8% | +13.6% | -19.4% | -12.9% |
| 3M | +10.8% | +22.4% | -11.6% | -2.8% |
| 6M | +31.6% | +37.2% | -5.6% | +7.6% |
| YTD | +25.4% | +31.8% | -6.4% | +4.4% |
| 1Y | +39.2% | +12.9% | +26.3% | +26.8% |
| 3Y | +218.5% | -1.1% | +219.6% | +197.0% |
| 5Y | +137.1% | -73.5% | +210.6% | +367.0% |
| All | +137.1% | -72.5% | +209.6% | +367.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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