+1,704.4%
MCO vs UVXY
-100.0%
+1,804.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.2% | -6.7% | -0.9% |
| 7D | -7.3% | +11.0% | -18.4% | -6.0% |
| 30D | -1.7% | -8.8% | +7.1% | -2.7% |
| 3M | +3.9% | -41.9% | +45.8% | -2.4% |
| 6M | +3.8% | -61.2% | +65.0% | -6.3% |
| YTD | -7.9% | -46.2% | +38.3% | -12.0% |
| 1Y | -6.8% | -65.2% | +58.4% | -14.8% |
| 3Y | +40.9% | -94.6% | +135.5% | +20.8% |
| 5Y | +27.5% | -99.7% | +127.2% | -12.4% |
| 10Y | +381.4% | -100.0% | +481.4% | +126.8% |
| All | +1,704.4% | -100.0% | +1,804.4% | +211.4% |
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 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