-100.0%
UVXY vs MOD
+1,486.8%
-1,586.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | 0.0% |
| 7D | +2.3% | +3.6% | -1.3% | +5.3% |
| 30D | -15.0% | -2.6% | -12.4% | -16.3% |
| 3M | -39.8% | -33.1% | -6.7% | -53.2% |
| 6M | -60.0% | -7.5% | -52.5% | -57.4% |
| YTD | -48.8% | +39.3% | -88.1% | -20.8% |
| 1Y | -67.3% | +34.3% | -101.6% | -47.6% |
| 3Y | -94.8% | +296.2% | -391.0% | -64.2% |
| 5Y | -99.7% | +1,504.6% | -1,604.2% | -90.6% |
| 10Y | -100.0% | +1,511.5% | -1,611.5% | -100.0% |
| All | -100.0% | +1,486.8% | -1,586.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling