+23.0%
MMM vs UVXY
-70.8%
+93.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -14.1% | +23.7% | +7.8% |
| 7D | +12.2% | -6.3% | +18.5% | +11.7% |
| 30D | +18.8% | -2.7% | +21.5% | +18.9% |
| 3M | +7.4% | -29.9% | +37.3% | +3.8% |
| 6M | +38.3% | -56.5% | +94.8% | +27.8% |
| YTD | +22.9% | -54.8% | +77.7% | +17.4% |
| 1Y | +23.0% | -70.5% | +93.5% | +12.7% |
| All | +23.0% | -70.8% | +93.8% | +12.7% |
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 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