+110.7%
MCK vs UVXY
-94.8%
+205.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.9% | 0.0% |
| 7D | -2.9% | +2.8% | -5.7% | -2.9% |
| 30D | +0.4% | -11.4% | +11.8% | +0.4% |
| 3M | +12.1% | -41.5% | +53.6% | +11.8% |
| 6M | -5.4% | -61.0% | +55.6% | -5.9% |
| YTD | +7.8% | -49.8% | +57.6% | +7.4% |
| 1Y | +22.9% | -66.4% | +89.4% | +22.3% |
| 3Y | +110.7% | -94.8% | +205.5% | +108.4% |
| All | +110.7% | -94.8% | +205.5% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling