+171.7%
MPC vs UVXY
-95.1%
+266.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +2.5% |
| 7D | +3.9% | -4.7% | +8.6% | +3.5% |
| 30D | +33.8% | -17.1% | +50.8% | +31.8% |
| 3M | +49.9% | -39.9% | +89.8% | +44.1% |
| 6M | +80.9% | -66.9% | +147.8% | +66.1% |
| YTD | +147.4% | -50.1% | +197.5% | +138.9% |
| 1Y | +123.2% | -68.3% | +191.5% | +107.7% |
| 3Y | +171.7% | -95.0% | +266.7% | +137.0% |
| All | +171.7% | -95.1% | +266.8% | +137.0% |
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