+445.3%
MP vs UVXY
-100.0%
+545.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.5% |
| 7D | -2.9% | -5.0% | +2.1% | -3.9% |
| 30D | +13.8% | -20.5% | +34.4% | +8.5% |
| 3M | -16.7% | -36.6% | +19.9% | -22.9% |
| 6M | -11.5% | -56.9% | +45.4% | -22.1% |
| YTD | +7.9% | -51.2% | +59.1% | -1.2% |
| 1Y | -15.0% | -69.8% | +54.7% | -28.0% |
| 3Y | +153.5% | -95.1% | +248.6% | +92.5% |
| 5Y | +58.7% | -99.7% | +158.3% | -16.9% |
| All | +445.3% | -100.0% | +545.3% | +114.3% |
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 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