+12.6%
MGY vs UVXY
-57.3%
+69.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +45.4% | -44.7% | -2.1% |
| 7D | -10.3% | +41.0% | -51.3% | -12.5% |
| 30D | -1.8% | +46.9% | -48.7% | -4.5% |
| 3M | -0.1% | +7.0% | -7.2% | -1.1% |
| 6M | -22.8% | -37.0% | +14.2% | -21.8% |
| YTD | +9.5% | -34.3% | +43.8% | +13.8% |
| 1Y | +12.6% | -54.8% | +67.4% | +13.3% |
| All | +12.6% | -57.3% | +69.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 1y: compounded portfolio wealth divided by compounded UVXY 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…
1y analysis · Full analysis span regression · 6 months rolling