+1,318.5%
MCK vs UVXY
-100.0%
+1,418.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.9% | -0.4% |
| 7D | -2.9% | +2.8% | -5.7% | -2.7% |
| 30D | +0.4% | -11.4% | +11.8% | -0.4% |
| 3M | +12.1% | -41.5% | +53.6% | +8.0% |
| 6M | -5.4% | -61.0% | +55.6% | -11.0% |
| YTD | +7.8% | -49.8% | +57.6% | +4.3% |
| 1Y | +22.9% | -66.4% | +89.4% | +16.3% |
| 3Y | +110.7% | -94.8% | +205.5% | +87.7% |
| 5Y | +346.2% | -99.7% | +445.9% | +238.1% |
| 10Y | +440.1% | -100.0% | +540.1% | +216.9% |
| All | +1,318.5% | -100.0% | +1,418.5% | +361.9% |
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