-100.0%
UVXY vs MOD
+2,234.1%
-2,334.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +4.4% |
| 7D | -5.0% | +9.6% | -14.6% | +3.0% |
| 30D | -20.5% | 0.0% | -20.6% | -20.3% |
| 3M | -36.6% | -35.4% | -1.2% | -54.0% |
| 6M | -56.9% | -7.3% | -49.6% | -53.0% |
| YTD | -51.2% | +45.8% | -97.0% | -17.4% |
| 1Y | -69.8% | +43.1% | -112.9% | -46.2% |
| 3Y | -95.1% | +297.7% | -392.7% | -54.7% |
| 5Y | -99.7% | +1,478.8% | -1,578.4% | -83.5% |
| 10Y | -100.0% | +1,633.4% | -1,733.4% | -99.9% |
| All | -100.0% | +2,234.1% | -2,334.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling