-100.0%
UVXY vs MLM
+881.3%
-981.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -5.4% |
| 7D | +19.4% | -4.1% | +23.5% | +14.5% |
| 30D | +42.6% | +8.2% | +34.4% | +67.1% |
| 3M | +7.1% | -3.6% | +10.6% | +3.2% |
| 6M | -36.5% | -15.6% | -21.0% | -51.6% |
| YTD | -35.8% | -16.4% | -19.3% | -48.3% |
| 1Y | -58.4% | -14.3% | -44.1% | -64.6% |
| 3Y | -92.9% | +19.3% | -112.2% | -85.5% |
| 5Y | -99.4% | +29.6% | -129.0% | -97.8% |
| 10Y | -100.0% | +189.9% | -289.9% | -100.0% |
| All | -100.0% | +881.3% | -981.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling