+336.2%
MMM vs UVXY
-100.0%
+436.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.4% |
| 7D | -1.6% | -4.7% | +3.1% | -2.0% |
| 30D | -8.0% | -17.1% | +9.1% | -9.6% |
| 3M | +9.4% | -39.9% | +49.3% | +4.8% |
| 6M | +10.2% | -66.9% | +77.1% | +1.0% |
| YTD | +6.1% | -50.1% | +56.2% | +2.0% |
| 1Y | +10.8% | -68.3% | +79.1% | +3.1% |
| 3Y | +104.8% | -95.0% | +199.7% | +82.3% |
| 5Y | +27.0% | -99.7% | +126.7% | -2.9% |
| 10Y | +53.8% | -100.0% | +153.8% | -8.9% |
| All | +336.2% | -100.0% | +436.2% | +14.7% |
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