-68.3%
UVXY vs MLM
-17.1%
-51.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +1.7% |
| 7D | -4.7% | +1.4% | -6.1% | -3.2% |
| 30D | -17.1% | -6.5% | -10.5% | -22.6% |
| 3M | -39.9% | -7.4% | -32.5% | -43.3% |
| 6M | -66.9% | -15.8% | -51.0% | -71.2% |
| YTD | -50.1% | -17.4% | -32.7% | -55.2% |
| 1Y | -68.3% | -17.9% | -50.4% | -71.0% |
| All | -68.3% | -17.1% | -51.2% | -71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling