-100.0%
UVXY vs MLM
+874.9%
-974.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +2.7% |
| 7D | -5.0% | -2.9% | -2.1% | -9.7% |
| 30D | -20.5% | -6.8% | -13.7% | -29.8% |
| 3M | -36.6% | -11.2% | -25.3% | -48.7% |
| 6M | -56.9% | -21.8% | -35.1% | -70.4% |
| YTD | -51.2% | -17.0% | -34.2% | -62.1% |
| 1Y | -69.8% | -16.4% | -53.4% | -75.9% |
| 3Y | -95.1% | +14.5% | -109.5% | -90.5% |
| 5Y | -99.7% | +41.7% | -141.4% | -98.6% |
| 10Y | -100.0% | +200.0% | -300.0% | -100.0% |
| All | -100.0% | +874.9% | -974.9% | -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