+548.1%
MCHP vs UVXY
-100.0%
+648.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.1% | -1.1% |
| 7D | -2.1% | +11.0% | -13.1% | -0.3% |
| 30D | -11.1% | -8.8% | -2.3% | -12.3% |
| 3M | -18.1% | -41.9% | +23.8% | -24.1% |
| 6M | +10.8% | -61.2% | +72.0% | -2.0% |
| YTD | +14.2% | -46.2% | +60.4% | +8.8% |
| 1Y | +13.5% | -65.2% | +78.7% | +2.9% |
| 3Y | -2.0% | -94.6% | +92.6% | -14.5% |
| 5Y | +1.4% | -99.7% | +101.1% | -30.4% |
| 10Y | +195.5% | -100.0% | +295.5% | +49.7% |
| All | +548.1% | -100.0% | +648.1% | +65.3% |
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 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