+341.9%
MCD vs UVXY
-100.0%
+441.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | -2.8% | -5.0% | +2.2% | -3.1% |
| 30D | -6.0% | -20.5% | +14.5% | -7.4% |
| 3M | -5.6% | -36.6% | +31.0% | -8.0% |
| 6M | -21.9% | -56.9% | +35.1% | -25.1% |
| YTD | -14.7% | -51.2% | +36.5% | -17.2% |
| 1Y | -17.3% | -69.8% | +52.5% | -21.7% |
| 3Y | -2.2% | -95.1% | +92.9% | -11.1% |
| 5Y | +20.3% | -99.7% | +120.0% | -2.9% |
| 10Y | +180.7% | -100.0% | +280.7% | +87.8% |
| All | +341.9% | -100.0% | +441.9% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling