+380.3%
MCO vs UVXY
-100.0%
+480.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.8% | +8.4% | +0.7% |
| 7D | -3.8% | +2.8% | -6.6% | -3.3% |
| 30D | -0.4% | -11.4% | +11.0% | -1.8% |
| 3M | +7.7% | -41.5% | +49.2% | +1.0% |
| 6M | +7.0% | -61.0% | +68.0% | -3.7% |
| YTD | -6.4% | -49.8% | +43.4% | -11.5% |
| 1Y | -7.6% | -66.4% | +58.8% | -16.2% |
| 3Y | +43.2% | -94.8% | +138.0% | +21.1% |
| 5Y | +29.6% | -99.7% | +129.3% | -14.1% |
| All | +380.3% | -100.0% | +480.3% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling