-100.0%
UVXY vs MLM
+203.1%
-303.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | -0.2% |
| 7D | +2.3% | -2.7% | +5.0% | -2.0% |
| 30D | -15.0% | -8.3% | -6.7% | -25.4% |
| 3M | -39.8% | -12.0% | -27.9% | -50.2% |
| 6M | -60.0% | -17.6% | -42.4% | -69.0% |
| YTD | -48.8% | -18.9% | -30.0% | -60.0% |
| 1Y | -67.3% | -17.6% | -49.6% | -73.4% |
| 3Y | -94.8% | +16.8% | -111.6% | -90.2% |
| 5Y | -99.7% | +41.0% | -140.7% | -98.8% |
| 10Y | -100.0% | +209.3% | -309.3% | -100.0% |
| All | -100.0% | +203.1% | -303.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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