+678.8%
MRK vs UVXY
-100.0%
+778.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.2% | -7.1% | -1.6% |
| 7D | -5.0% | +11.0% | -16.0% | -4.3% |
| 30D | +11.0% | -8.8% | +19.7% | +10.4% |
| 3M | +22.4% | -41.9% | +64.3% | +18.5% |
| 6M | +25.4% | -61.2% | +86.6% | +19.0% |
| YTD | +39.5% | -46.2% | +85.7% | +36.2% |
| 1Y | +78.0% | -65.2% | +143.2% | +70.1% |
| 3Y | +45.5% | -94.6% | +140.1% | +33.1% |
| 5Y | +130.3% | -99.7% | +230.0% | +84.8% |
| 10Y | +229.8% | -100.0% | +329.8% | +105.8% |
| All | +678.8% | -100.0% | +778.8% | +186.3% |
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