+4,023.8%
MPC vs UVXY
-100.0%
+4,123.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.4% |
| 7D | +5.4% | -5.0% | +10.4% | +4.7% |
| 30D | +31.0% | -20.5% | +51.5% | +27.0% |
| 3M | +46.0% | -36.6% | +82.6% | +38.0% |
| 6M | +77.3% | -56.9% | +134.2% | +60.6% |
| YTD | +141.9% | -51.2% | +193.1% | +124.9% |
| 1Y | +120.9% | -69.8% | +190.7% | +94.8% |
| 3Y | +182.7% | -95.1% | +277.7% | +131.3% |
| 5Y | +646.4% | -99.7% | +746.1% | +378.8% |
| 10Y | +1,138.7% | -100.0% | +1,238.7% | +458.2% |
| All | +4,023.8% | -100.0% | +4,123.8% | +604.3% |
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 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