+14.5%
MDB vs UVXY
-70.9%
+85.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.0% |
| 7D | -17.4% | -5.0% | -12.5% | -18.1% |
| 30D | -2.0% | -20.5% | +18.5% | -5.5% |
| 3M | -3.0% | -36.6% | +33.6% | -8.9% |
| 6M | +48.7% | -56.9% | +105.6% | +33.9% |
| YTD | -12.1% | -51.2% | +39.1% | -16.5% |
| 1Y | +14.5% | -69.8% | +84.3% | +5.2% |
| All | +14.5% | -70.9% | +85.4% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling