0.0%
MCD vs UVXY
-49.9%
+49.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.5% |
| 7D | -1.6% | -22.1% | +20.4% | -2.2% |
| 30D | +14.1% | +8.2% | +5.9% | +13.9% |
| 3M | +0.6% | -12.3% | +12.9% | +0.6% |
| 6M | 0.0% | -51.0% | +51.0% | +2.3% |
| All | 0.0% | -49.9% | +49.9% | +2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling