+1,245.2%
MU vs UVXY
-99.7%
+1,344.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -1.9% |
| 7D | -4.1% | +2.8% | -6.9% | -3.3% |
| 30D | +7.0% | -11.4% | +18.4% | +4.2% |
| 3M | -2.1% | -41.5% | +39.5% | -12.0% |
| 6M | +133.1% | -61.0% | +194.1% | +96.8% |
| YTD | +241.9% | -49.8% | +291.7% | +216.6% |
| 1Y | +548.8% | -66.4% | +615.2% | +467.0% |
| 3Y | +1,308.2% | -94.8% | +1,403.0% | +1,063.7% |
| All | +1,245.2% | -99.7% | +1,344.8% | +672.4% |
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