-82.3%
UVXY vs MULL
+2,620.5%
-2,702.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.9% | +4.4% |
| 7D | +2.3% | +14.8% | -12.5% | +7.4% |
| 30D | -15.0% | +36.6% | -51.6% | -3.9% |
| 3M | -39.8% | -8.9% | -30.9% | -31.4% |
| 6M | -60.0% | +311.9% | -372.0% | +7.3% |
| YTD | -48.8% | +579.8% | -628.7% | +100.4% |
| 1Y | -67.3% | +2,421.5% | -2,488.8% | +233.3% |
| All | -82.3% | +2,620.5% | -2,702.7% | +328.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling