+443.0%
MP vs UVXY
-100.0%
+543.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -1.4% |
| 7D | -0.7% | +2.3% | -3.0% | -0.2% |
| 30D | -0.7% | -15.0% | +14.4% | -3.9% |
| 3M | 0.0% | -39.8% | +39.8% | -8.9% |
| 6M | -10.0% | -60.0% | +50.1% | -22.6% |
| YTD | +7.5% | -48.8% | +56.3% | -0.6% |
| 1Y | -14.0% | -67.3% | +53.3% | -25.9% |
| 3Y | +153.5% | -94.8% | +248.3% | +94.3% |
| 5Y | +62.7% | -99.7% | +162.4% | -14.9% |
| All | +443.0% | -100.0% | +543.0% | +115.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling