+4.1%
MDLZ vs UVXY
-70.9%
+75.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -1.7% | -5.0% | +3.3% | -1.7% |
| 30D | -2.1% | -20.5% | +18.4% | -1.8% |
| 3M | +1.3% | -36.6% | +37.9% | +2.0% |
| 6M | +6.2% | -56.9% | +63.1% | +5.9% |
| YTD | +15.8% | -51.2% | +67.0% | +15.4% |
| 1Y | +4.1% | -69.8% | +73.9% | +0.8% |
| All | +4.1% | -70.9% | +75.0% | +0.8% |
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