+53.1%
MMM vs UVXY
-100.0%
+153.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.8% | +8.1% | +0.6% |
| 7D | -2.1% | +2.8% | -4.9% | -1.8% |
| 30D | -9.8% | -11.4% | +1.5% | -10.8% |
| 3M | +4.9% | -41.5% | +46.4% | 0.0% |
| 6M | +7.3% | -61.0% | +68.4% | -0.7% |
| YTD | +4.5% | -49.8% | +54.3% | +0.3% |
| 1Y | +5.4% | -66.4% | +71.8% | -1.8% |
| 3Y | +98.6% | -94.8% | +193.3% | +75.8% |
| 5Y | +27.4% | -99.7% | +127.1% | -5.3% |
| All | +53.1% | -100.0% | +153.1% | -4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling