-100.0%
UVXY vs MDY
+177.2%
-277.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -3.8% |
| 7D | +2.8% | -1.9% | +4.7% | -3.6% |
| 30D | -11.4% | -4.6% | -6.7% | -25.1% |
| 3M | -41.5% | -1.2% | -40.3% | -42.8% |
| 6M | -61.0% | +9.2% | -70.3% | -41.0% |
| YTD | -49.8% | +13.1% | -62.9% | -8.6% |
| 1Y | -66.4% | +13.0% | -79.4% | -34.7% |
| 3Y | -94.8% | +49.2% | -144.0% | -43.7% |
| 5Y | -99.7% | +47.2% | -146.9% | -94.1% |
| All | -100.0% | +177.2% | -277.2% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling