+1,010.1%
MDB vs UVXY
-100.0%
+1,110.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.7% | -3.0% |
| 7D | -18.0% | -4.7% | -13.3% | -18.9% |
| 30D | -10.7% | -17.1% | +6.3% | -13.9% |
| 3M | +1.0% | -39.9% | +40.9% | -7.9% |
| 6M | +31.6% | -66.9% | +98.5% | +8.9% |
| YTD | -15.2% | -50.1% | +34.9% | -22.0% |
| 1Y | +10.1% | -68.3% | +78.4% | -5.2% |
| 3Y | -5.6% | -95.0% | +89.3% | -24.6% |
| 5Y | -24.5% | -99.7% | +75.1% | -54.3% |
| All | +1,010.1% | -100.0% | +1,110.1% | +492.9% |
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 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