+199.8%
MPC vs UVXY
-94.2%
+294.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.7% |
| 7D | +11.2% | -22.1% | +33.3% | +9.4% |
| 30D | -14.5% | +8.2% | -22.7% | -13.0% |
| 3M | +16.7% | -12.3% | +29.0% | +16.8% |
| 6M | +67.6% | -51.0% | +118.6% | +60.1% |
| YTD | +157.9% | -49.9% | +207.9% | +151.9% |
| 1Y | +116.7% | -67.7% | +184.4% | +102.0% |
| 3Y | +199.8% | -94.1% | +293.9% | +160.7% |
| All | +199.8% | -94.2% | +294.0% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling