+539.6%
MET vs UVXY
-100.0%
+639.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.0% | +1.9% |
| 7D | -2.5% | +11.0% | -13.5% | -1.0% |
| 30D | 0.0% | -8.8% | +8.8% | -1.2% |
| 3M | +13.1% | -41.9% | +55.0% | +5.5% |
| 6M | +39.0% | -61.2% | +100.2% | +24.4% |
| YTD | +25.2% | -46.2% | +71.4% | +19.2% |
| 1Y | +25.6% | -65.2% | +90.8% | +14.3% |
| 3Y | +67.1% | -94.6% | +161.7% | +41.7% |
| 5Y | +85.1% | -99.7% | +184.8% | +22.8% |
| 10Y | +245.5% | -100.0% | +345.5% | +51.5% |
| All | +539.6% | -100.0% | +639.6% | -23.7% |
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