+334.4%
MDLZ vs UVXY
-100.0%
+434.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.7% |
| 7D | +2.3% | -22.1% | +24.4% | +0.8% |
| 30D | +7.9% | +8.2% | -0.2% | +9.5% |
| 3M | +7.3% | -12.3% | +19.6% | +7.4% |
| 6M | +11.7% | -51.0% | +62.7% | +7.6% |
| YTD | +28.7% | -49.9% | +78.7% | +25.8% |
| 1Y | +22.8% | -67.7% | +90.5% | +16.5% |
| 3Y | +6.6% | -94.1% | +100.7% | -3.3% |
| 5Y | +23.2% | -99.5% | +122.7% | -0.8% |
| 10Y | +108.7% | -100.0% | +208.7% | +27.3% |
| All | +334.4% | -100.0% | +434.4% | +65.0% |
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 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