+1,384.0%
MU vs UVXY
-94.7%
+1,478.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.2% | +3.4% |
| 7D | +7.5% | +2.3% | +5.2% | +8.2% |
| 30D | +19.4% | -15.0% | +34.4% | +14.5% |
| 3M | +9.8% | -39.8% | +49.7% | -1.3% |
| 6M | +164.1% | -60.0% | +224.2% | +121.1% |
| YTD | +260.3% | -48.8% | +309.2% | +232.1% |
| 1Y | +661.2% | -67.3% | +728.5% | +552.3% |
| All | +1,384.0% | -94.7% | +1,478.7% | +1,187.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling