-20.7%
MDLN vs UVXY
-56.9%
+36.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.8% | +7.2% | 0.0% |
| 7D | -11.1% | +2.8% | -13.9% | -10.9% |
| 30D | -8.4% | -11.4% | +3.0% | -8.9% |
| 3M | -12.4% | -41.5% | +29.1% | -14.8% |
| 6M | -23.3% | -61.0% | +37.8% | -27.7% |
| YTD | -22.5% | -49.8% | +27.3% | -26.1% |
| All | -20.7% | -56.9% | +36.2% | -22.4% |
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