+68.9%
MP vs UVXY
-99.7%
+168.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.7% | +2.0% |
| 7D | +3.0% | -4.7% | +7.8% | +2.0% |
| 30D | +8.3% | -17.1% | +25.4% | +4.2% |
| 3M | -3.8% | -39.9% | +36.1% | -12.6% |
| 6M | -4.9% | -66.9% | +61.9% | -21.6% |
| YTD | +9.6% | -50.1% | +59.7% | +0.5% |
| 1Y | -11.7% | -68.3% | +56.6% | -24.8% |
| 3Y | +158.5% | -95.0% | +253.5% | +93.2% |
| 5Y | +68.9% | -99.7% | +168.6% | -20.5% |
| All | +68.9% | -99.7% | +168.6% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling