-32.6%
MP vs UVXY
-65.0%
+32.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +4.3% |
| 7D | +9.5% | -22.1% | +31.5% | +4.4% |
| 30D | -3.0% | +8.2% | -11.2% | +2.2% |
| 3M | -30.4% | -12.3% | -18.0% | -29.9% |
| 6M | -39.2% | -51.0% | +11.8% | -45.6% |
| YTD | -23.3% | -49.9% | +26.7% | -28.8% |
| 1Y | -32.6% | -67.7% | +35.1% | -49.3% |
| All | -32.6% | -65.0% | +32.4% | -49.3% |
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