+1,120.5%
MPC vs UVXY
-100.0%
+1,220.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -6.9% | -1.0% |
| 7D | +1.2% | +11.0% | -9.8% | +2.8% |
| 30D | +17.0% | -8.8% | +25.7% | +15.5% |
| 3M | +49.5% | -41.9% | +91.4% | +38.6% |
| 6M | +83.5% | -61.2% | +144.7% | +61.5% |
| YTD | +144.1% | -46.2% | +190.3% | +129.1% |
| 1Y | +119.6% | -65.2% | +184.8% | +95.8% |
| 3Y | +168.1% | -94.6% | +262.6% | +117.0% |
| 5Y | +671.3% | -99.7% | +771.0% | +358.2% |
| All | +1,120.5% | -100.0% | +1,220.5% | +381.4% |
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