+1,029.4%
MDB vs UVXY
-100.0%
+1,129.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.8% | +3.7% | -4.5% |
| 7D | -1.8% | +2.8% | -4.6% | -1.2% |
| 30D | -17.3% | -11.4% | -5.9% | -19.2% |
| 3M | +2.2% | -41.5% | +43.7% | -7.4% |
| 6M | +33.9% | -61.0% | +94.9% | +14.1% |
| YTD | -13.7% | -49.8% | +36.2% | -20.5% |
| 1Y | +9.1% | -66.4% | +75.5% | -5.1% |
| 3Y | -8.1% | -94.8% | +86.6% | -26.1% |
| 5Y | -25.9% | -99.7% | +73.8% | -55.7% |
| All | +1,029.4% | -100.0% | +1,129.4% | +503.7% |
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