+4,296.8%
MPC vs UVXY
-100.0%
+4,396.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.9% |
| 7D | +11.2% | -22.1% | +33.3% | +8.1% |
| 30D | -14.5% | +8.2% | -22.7% | -11.9% |
| 3M | +16.7% | -12.3% | +29.0% | +16.9% |
| 6M | +67.6% | -51.0% | +118.6% | +55.7% |
| YTD | +157.9% | -49.9% | +207.9% | +145.4% |
| 1Y | +116.7% | -67.7% | +184.4% | +94.3% |
| 3Y | +199.8% | -94.1% | +293.9% | +152.9% |
| 5Y | +604.4% | -99.5% | +703.9% | +380.7% |
| 10Y | +1,171.5% | -100.0% | +1,271.5% | +491.5% |
| All | +4,296.8% | -100.0% | +4,396.8% | +668.6% |
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