+22,964.4%
MU vs UVXY
-100.0%
+23,064.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.4% | +6.2% |
| 7D | +9.0% | -5.0% | +14.0% | +8.0% |
| 30D | +13.8% | -20.5% | +34.4% | +9.0% |
| 3M | +2.1% | -36.6% | +38.7% | -4.0% |
| 6M | +153.8% | -56.9% | +210.7% | +128.6% |
| YTD | +256.4% | -51.2% | +307.6% | +234.2% |
| 1Y | +719.8% | -69.8% | +789.5% | +624.0% |
| 3Y | +1,360.4% | -95.1% | +1,455.4% | +1,144.8% |
| 5Y | +1,312.4% | -99.7% | +1,412.1% | +814.2% |
| 10Y | +6,142.6% | -100.0% | +6,242.6% | +2,590.6% |
| All | +22,964.4% | -100.0% | +23,064.4% | +3,241.8% |
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