+224.4%
MRK vs UVXY
-100.0%
+324.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.2% | -0.9% |
| 7D | -4.3% | +2.8% | -7.1% | -4.1% |
| 30D | +8.3% | -11.4% | +19.6% | +7.6% |
| 3M | +20.0% | -41.5% | +61.6% | +16.6% |
| 6M | +25.7% | -61.0% | +86.7% | +19.9% |
| YTD | +38.7% | -49.8% | +88.6% | +35.2% |
| 1Y | +74.7% | -66.4% | +141.1% | +67.3% |
| 3Y | +45.4% | -94.8% | +140.1% | +33.5% |
| 5Y | +129.0% | -99.7% | +228.7% | +85.6% |
| All | +224.4% | -100.0% | +324.4% | +105.5% |
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 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