-100.0%
UVXY vs MUB
+42.6%
-142.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -4.7% | -0.3% | -4.4% | -5.1% |
| 30D | -17.1% | -1.5% | -15.5% | -18.6% |
| 3M | -39.9% | -1.9% | -38.0% | -41.2% |
| 6M | -66.9% | -1.7% | -65.1% | -67.3% |
| YTD | -50.1% | -0.8% | -49.3% | -50.2% |
| 1Y | -68.3% | +1.5% | -69.8% | -67.7% |
| 3Y | -95.0% | +8.8% | -103.7% | -94.4% |
| 5Y | -99.7% | +2.0% | -101.7% | -99.6% |
| 10Y | -100.0% | +18.0% | -118.0% | -100.0% |
| All | -100.0% | +42.6% | -142.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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