-4.6%
MDLZ vs UVXY
-94.7%
+90.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.3% |
| 7D | 0.0% | +2.3% | -2.3% | 0.0% |
| 30D | +1.4% | -15.0% | +16.5% | +1.3% |
| 3M | 0.0% | -39.8% | +39.8% | -0.3% |
| 6M | +9.1% | -60.0% | +69.2% | +8.3% |
| YTD | +17.9% | -48.8% | +66.8% | +17.4% |
| 1Y | +3.2% | -67.3% | +70.5% | +2.3% |
| All | -4.6% | -94.7% | +90.1% | -10.0% |
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