-99.4%
UVXY vs MLM
+23.5%
-122.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -5.5% |
| 7D | +19.4% | -4.1% | +23.5% | +14.2% |
| 30D | +42.6% | +8.2% | +34.4% | +67.3% |
| 3M | +7.1% | -3.6% | +10.6% | +2.5% |
| 6M | -36.5% | -15.6% | -21.0% | -53.0% |
| YTD | -35.8% | -16.4% | -19.3% | -49.4% |
| 1Y | -58.4% | -14.3% | -44.1% | -65.1% |
| 3Y | -92.9% | +19.3% | -112.2% | -84.2% |
| All | -99.4% | +23.5% | -122.9% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling