+17.6%
MCD vs UVXY
-99.7%
+117.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -0.5% |
| 7D | -1.2% | +2.8% | -4.0% | -1.1% |
| 30D | -7.8% | -11.4% | +3.6% | -8.2% |
| 3M | -10.7% | -41.5% | +30.8% | -12.7% |
| 6M | -21.3% | -61.0% | +39.8% | -24.2% |
| YTD | -15.8% | -49.8% | +34.1% | -17.5% |
| 1Y | -16.0% | -66.4% | +50.4% | -19.0% |
| 3Y | -3.0% | -94.8% | +91.8% | -10.3% |
| All | +17.6% | -99.7% | +117.3% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling