+120.9%
MPC vs UVXY
-70.9%
+191.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +5.4% | -5.0% | +10.4% | +5.5% |
| 30D | +31.0% | -20.5% | +51.5% | +31.3% |
| 3M | +46.0% | -36.6% | +82.6% | +46.6% |
| 6M | +77.3% | -56.9% | +134.2% | +81.2% |
| YTD | +141.9% | -51.2% | +193.1% | +150.4% |
| 1Y | +120.9% | -69.8% | +190.7% | +122.3% |
| All | +120.9% | -70.9% | +191.8% | +122.3% |
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