+3,572.8%
MELI vs UVXY
-100.0%
+3,672.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | -1.6% |
| 7D | -4.1% | +2.8% | -6.9% | -3.6% |
| 30D | +3.8% | -11.4% | +15.1% | +2.0% |
| 3M | +17.8% | -41.5% | +59.4% | +9.0% |
| 6M | +7.4% | -61.0% | +68.5% | -5.0% |
| YTD | -5.8% | -49.8% | +44.0% | -11.8% |
| 1Y | -18.9% | -66.4% | +47.6% | -27.3% |
| 3Y | +33.3% | -94.8% | +128.1% | +7.9% |
| 5Y | +2.7% | -99.7% | +102.4% | -34.6% |
| 10Y | +962.9% | -100.0% | +1,062.9% | +357.9% |
| All | +3,572.8% | -100.0% | +3,672.8% | +478.9% |
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