-95.2%
UVXY vs MLM
+20.2%
-115.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +2.6% |
| 7D | -5.0% | -2.9% | -2.1% | -9.5% |
| 30D | -20.5% | -6.8% | -13.7% | -29.4% |
| 3M | -36.6% | -11.2% | -25.3% | -48.4% |
| 6M | -56.9% | -21.8% | -35.1% | -70.6% |
| YTD | -51.2% | -17.0% | -34.2% | -61.8% |
| 1Y | -69.8% | -16.4% | -53.4% | -75.5% |
| All | -95.2% | +20.2% | -115.4% | -89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling