-100.0%
UVXY vs MKC
+211.0%
-311.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -6.1% |
| 7D | +2.8% | -1.5% | +4.3% | +0.7% |
| 30D | -11.4% | -3.1% | -8.2% | -15.7% |
| 3M | -41.5% | +5.2% | -46.7% | -38.2% |
| 6M | -61.0% | -12.8% | -48.2% | -70.1% |
| YTD | -49.8% | -23.3% | -26.6% | -70.2% |
| 1Y | -66.4% | -24.1% | -42.3% | -80.7% |
| 3Y | -94.8% | -32.1% | -62.7% | -97.3% |
| 5Y | -99.7% | -32.8% | -66.9% | -99.8% |
| 10Y | -100.0% | +29.9% | -129.9% | -100.0% |
| All | -100.0% | +211.0% | -311.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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