+370.1%
MCD vs UVXY
-100.0%
+470.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.4% |
| 7D | -1.6% | -22.1% | +20.4% | -3.0% |
| 30D | +14.1% | +8.2% | +5.9% | +15.8% |
| 3M | +0.6% | -12.3% | +12.9% | +0.8% |
| 6M | 0.0% | -51.0% | +51.0% | -3.1% |
| YTD | -9.3% | -49.9% | +40.7% | -10.9% |
| 1Y | -9.3% | -67.7% | +58.4% | -13.3% |
| 3Y | +8.6% | -94.1% | +102.7% | +0.2% |
| 5Y | +21.9% | -99.5% | +121.4% | +1.4% |
| 10Y | +202.8% | -100.0% | +302.8% | +106.0% |
| All | +370.1% | -100.0% | +470.1% | +123.0% |
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