-100.0%
UVXY vs MTCH
+333.7%
-433.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.4% | -8.1% | -5.5% |
| 7D | +2.8% | +1.3% | +1.5% | +4.1% |
| 30D | -11.4% | +15.9% | -27.2% | +2.1% |
| 3M | -41.5% | +23.3% | -64.8% | -27.9% |
| 6M | -61.0% | +40.1% | -101.2% | -44.6% |
| YTD | -49.8% | +33.6% | -83.4% | -30.1% |
| 1Y | -66.4% | +14.1% | -80.5% | -58.7% |
| 3Y | -94.8% | +1.4% | -96.2% | -92.6% |
| 5Y | -99.7% | -73.1% | -26.6% | -99.8% |
| 10Y | -100.0% | +204.8% | -304.8% | -100.0% |
| All | -100.0% | +333.7% | -433.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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