+312.2%
MDT vs UVXY
-100.0%
+412.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | +0.2% |
| 7D | -1.6% | +11.0% | -12.6% | -0.7% |
| 30D | +1.0% | -8.8% | +9.8% | +0.3% |
| 3M | +15.2% | -41.9% | +57.1% | +10.3% |
| 6M | +3.7% | -61.2% | +64.9% | -3.2% |
| YTD | -3.0% | -46.2% | +43.2% | -6.0% |
| 1Y | +2.5% | -65.2% | +67.7% | -3.6% |
| 3Y | +26.5% | -94.6% | +121.0% | +12.2% |
| 5Y | -18.3% | -99.7% | +81.4% | -38.6% |
| 10Y | +40.2% | -100.0% | +140.2% | -21.0% |
| All | +312.2% | -100.0% | +412.2% | +15.1% |
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