-69.8%
UVXY vs MDY
+17.9%
-87.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +1.2% |
| 7D | -5.0% | +0.1% | -5.1% | -4.3% |
| 30D | -20.5% | -1.5% | -19.0% | -24.9% |
| 3M | -36.6% | +0.8% | -37.3% | -32.3% |
| 6M | -56.9% | +7.4% | -64.3% | -33.6% |
| YTD | -51.2% | +15.2% | -66.4% | +1.5% |
| 1Y | -69.8% | +16.5% | -86.3% | -27.2% |
| All | -69.8% | +17.9% | -87.7% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling