+380.2%
MMM vs UVXY
-100.0%
+480.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -0.6% |
| 7D | -0.4% | -22.1% | +21.7% | -2.4% |
| 30D | +12.1% | +8.2% | +4.0% | +14.8% |
| 3M | +1.4% | -12.3% | +13.7% | +1.9% |
| 6M | +26.6% | -51.0% | +77.6% | +21.2% |
| YTD | +16.8% | -49.9% | +66.8% | +14.3% |
| 1Y | +10.1% | -67.7% | +77.8% | +3.6% |
| 3Y | +158.4% | -94.1% | +252.5% | +134.9% |
| 5Y | +43.1% | -99.5% | +142.6% | +14.2% |
| 10Y | +74.2% | -100.0% | +174.2% | +5.1% |
| All | +380.2% | -100.0% | +480.2% | +28.5% |
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 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