+18.4%
MDLZ vs UVXY
-99.6%
+118.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | +0.2% |
| 7D | +1.7% | +11.0% | -9.4% | +2.0% |
| 30D | +1.1% | -8.8% | +9.9% | +0.8% |
| 3M | -1.8% | -41.9% | +40.1% | -3.5% |
| 6M | +12.3% | -61.2% | +73.5% | +9.1% |
| YTD | +18.0% | -46.2% | +64.2% | +16.5% |
| 1Y | +3.8% | -65.2% | +69.0% | +1.1% |
| 3Y | -2.4% | -94.6% | +92.2% | -9.0% |
| 5Y | +18.4% | -99.7% | +118.1% | -4.6% |
| All | +18.4% | -99.6% | +118.1% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling