-100.0%
UVXY vs MTB
+437.2%
-537.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.7% | +6.0% |
| 7D | +11.0% | -0.4% | +11.5% | +10.1% |
| 30D | -8.8% | -4.6% | -4.2% | -16.7% |
| 3M | -41.9% | +7.4% | -49.3% | -33.6% |
| 6M | -61.2% | +18.7% | -79.9% | -44.1% |
| YTD | -46.2% | +21.1% | -67.3% | -17.2% |
| 1Y | -65.2% | +24.1% | -89.3% | -41.8% |
| 3Y | -94.6% | +115.3% | -209.9% | -61.5% |
| 5Y | -99.7% | +106.0% | -205.7% | -96.9% |
| 10Y | -100.0% | +171.6% | -271.6% | -100.0% |
| All | -100.0% | +437.2% | -537.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling