+177.5%
MCD vs UVXY
-100.0%
+277.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.3% | +0.2% |
| 7D | -2.5% | +11.0% | -13.6% | -1.8% |
| 30D | -7.0% | -8.8% | +1.7% | -7.6% |
| 3M | -9.8% | -41.9% | +32.1% | -12.9% |
| 6M | -21.8% | -61.2% | +39.4% | -26.1% |
| YTD | -15.6% | -46.2% | +30.6% | -17.8% |
| 1Y | -15.2% | -65.2% | +50.0% | -19.4% |
| 3Y | -2.6% | -94.6% | +92.0% | -12.2% |
| 5Y | +18.9% | -99.7% | +118.5% | -8.4% |
| All | +177.5% | -100.0% | +277.5% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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