-5.2%
MDB vs UVXY
-94.4%
+89.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.2% | -0.8% | +5.3% |
| 7D | -2.8% | +11.0% | -13.8% | -0.8% |
| 30D | -14.9% | -8.8% | -6.1% | -16.3% |
| 3M | +7.3% | -41.9% | +49.2% | -2.4% |
| 6M | +38.2% | -61.2% | +99.4% | +18.5% |
| YTD | -10.9% | -46.2% | +35.3% | -16.4% |
| 1Y | +11.6% | -65.2% | +76.8% | -1.4% |
| All | -5.2% | -94.4% | +89.3% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling