-100.0%
UVXY vs MLM
+892.6%
-992.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.8% | -8.3% | -10.4% |
| 7D | +2.3% | -5.8% | +8.2% | -4.4% |
| 30D | +4.0% | +9.8% | -5.8% | +26.3% |
| 3M | -21.6% | -5.2% | -16.4% | -25.9% |
| 6M | -55.1% | -10.3% | -44.8% | -61.5% |
| YTD | -53.7% | -15.5% | -38.3% | -61.7% |
| 1Y | -66.7% | -15.0% | -51.7% | -71.9% |
| 3Y | -94.6% | +17.5% | -112.1% | -89.3% |
| 5Y | -99.6% | +30.5% | -130.1% | -98.4% |
| 10Y | -100.0% | +145.5% | -245.5% | -100.0% |
| All | -100.0% | +892.6% | -992.6% | -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