+293.0%
MDLZ vs UVXY
-100.0%
+393.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.7% |
| 7D | 0.0% | -4.7% | +4.8% | -0.3% |
| 30D | -1.6% | -17.1% | +15.5% | -2.8% |
| 3M | +0.9% | -39.9% | +40.8% | -2.4% |
| 6M | +7.3% | -66.9% | +74.2% | +0.4% |
| YTD | +16.4% | -50.1% | +66.5% | +12.7% |
| 1Y | +3.0% | -68.3% | +71.3% | -2.9% |
| 3Y | -3.7% | -95.0% | +91.2% | -13.9% |
| 5Y | +15.6% | -99.7% | +115.3% | -10.0% |
| 10Y | +79.0% | -100.0% | +179.0% | +8.1% |
| All | +293.0% | -100.0% | +393.0% | +47.8% |
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 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