+4.7%
MDT vs UVXY
-70.9%
+75.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +1.2% |
| 7D | +3.2% | -5.0% | +8.2% | +3.0% |
| 30D | +9.5% | -20.5% | +30.0% | +8.5% |
| 3M | +16.0% | -36.6% | +52.6% | +14.0% |
| 6M | +0.2% | -56.9% | +57.1% | -3.2% |
| YTD | -0.3% | -51.2% | +50.9% | -3.4% |
| 1Y | +4.7% | -69.8% | +74.5% | -0.5% |
| All | +4.7% | -70.9% | +75.6% | -0.5% |
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