+540.3%
MO vs UVXY
-100.0%
+640.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -3.8% | +1.6% |
| 7D | -1.0% | +11.0% | -12.0% | -0.5% |
| 30D | +5.8% | -8.8% | +14.6% | +5.3% |
| 3M | -4.5% | -41.9% | +37.4% | -7.1% |
| 6M | +5.7% | -61.2% | +66.9% | +1.2% |
| YTD | +23.1% | -46.2% | +69.3% | +20.5% |
| 1Y | +10.9% | -65.2% | +76.1% | +6.6% |
| 3Y | +96.1% | -94.6% | +190.7% | +80.9% |
| 5Y | +100.1% | -99.7% | +199.8% | +64.2% |
| 10Y | +114.0% | -100.0% | +214.0% | +44.5% |
| All | +540.3% | -100.0% | +640.3% | +205.0% |
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