-82.6%
UVXY vs MULL
+2,337.2%
-2,419.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.2% | -5.6% | -7.2% |
| 7D | +2.8% | -8.4% | +11.2% | 0.0% |
| 30D | -11.4% | +9.7% | -21.1% | -7.1% |
| 3M | -41.5% | -26.8% | -14.8% | -39.4% |
| 6M | -61.0% | +220.7% | -281.7% | -6.2% |
| YTD | -49.8% | +509.0% | -558.9% | +89.6% |
| 1Y | -66.4% | +1,739.5% | -1,806.0% | +187.0% |
| All | -82.6% | +2,337.2% | -2,419.8% | +305.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling