+938.2%
MU vs UVXY
-99.5%
+1,037.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -1.6% |
| 7D | +12.8% | -22.1% | +34.9% | +7.1% |
| 30D | -14.9% | +8.2% | -23.0% | -7.8% |
| 3M | -18.0% | -12.3% | -5.7% | -15.3% |
| 6M | -3.1% | -51.0% | +47.9% | -10.1% |
| YTD | +172.9% | -49.9% | +222.8% | +168.8% |
| 1Y | +228.8% | -67.7% | +296.6% | +196.5% |
| 3Y | +950.8% | -94.1% | +1,044.9% | +823.1% |
| All | +938.2% | -99.5% | +1,037.8% | +552.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling