-100.0%
UVXY vs MDY
+501.9%
-601.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.1% | +1.2% |
| 7D | +11.0% | -2.5% | +13.5% | -0.2% |
| 30D | -8.8% | -5.0% | -3.7% | -26.6% |
| 3M | -41.9% | +0.5% | -42.4% | -39.3% |
| 6M | -61.2% | +8.0% | -69.2% | -41.0% |
| YTD | -46.2% | +12.2% | -58.4% | +2.3% |
| 1Y | -65.2% | +14.0% | -79.2% | -24.0% |
| 3Y | -94.6% | +48.2% | -142.7% | -23.4% |
| 5Y | -99.7% | +46.1% | -145.7% | -92.0% |
| 10Y | -100.0% | +173.8% | -273.8% | -99.0% |
| All | -100.0% | +501.9% | -601.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling