-92.9%
UVXY vs MLM
+18.7%
-111.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -5.2% |
| 7D | +19.4% | -4.1% | +23.5% | +14.5% |
| 30D | +42.6% | +8.2% | +34.4% | +64.0% |
| 3M | +7.1% | -3.6% | +10.6% | +2.7% |
| 6M | -36.5% | -15.6% | -21.0% | -52.2% |
| YTD | -35.8% | -16.4% | -19.3% | -47.9% |
| 1Y | -58.4% | -14.3% | -44.1% | -64.0% |
| 3Y | -92.9% | +19.3% | -112.2% | -88.1% |
| All | -92.9% | +18.7% | -111.6% | -88.1% |
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