-99.7%
UVXY vs MTB
+104.1%
-203.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -6.2% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | -11.4% | -4.8% | -6.6% | -18.0% |
| 3M | -41.5% | +6.0% | -47.5% | -35.9% |
| 6M | -61.0% | +19.6% | -80.7% | -46.1% |
| YTD | -49.8% | +21.5% | -71.3% | -27.1% |
| 1Y | -66.4% | +24.7% | -91.1% | -47.3% |
| 3Y | -94.8% | +108.6% | -203.3% | -76.4% |
| All | -99.7% | +104.1% | -203.8% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling