+210.4%
MGY vs UVXY
-100.0%
+310.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | -0.8% |
| 7D | +3.5% | +2.8% | +0.7% | +4.0% |
| 30D | +5.3% | -11.4% | +16.6% | +3.5% |
| 3M | +2.6% | -41.5% | +44.2% | -4.8% |
| 6M | -3.3% | -61.0% | +57.8% | -14.9% |
| YTD | +29.2% | -49.8% | +79.1% | +19.9% |
| 1Y | +18.0% | -66.4% | +84.5% | +4.7% |
| 3Y | +30.0% | -94.8% | +124.8% | +5.6% |
| 5Y | +92.7% | -99.7% | +192.4% | +16.6% |
| All | +210.4% | -100.0% | +310.4% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling