+4,277.7%
MPC vs UVXY
-100.0%
+4,377.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +3.1% |
| 7D | +9.4% | -26.5% | +35.9% | +5.4% |
| 30D | -13.4% | +8.8% | -22.3% | -10.8% |
| 3M | +18.9% | -14.7% | +33.5% | +18.6% |
| 6M | +64.9% | -51.5% | +116.4% | +53.1% |
| YTD | +156.8% | -51.7% | +208.5% | +143.1% |
| 1Y | +113.2% | -65.7% | +178.9% | +93.1% |
| 3Y | +201.8% | -94.4% | +296.2% | +152.7% |
| 5Y | +601.4% | -99.5% | +700.9% | +376.2% |
| 10Y | +1,166.0% | -100.0% | +1,266.0% | +486.0% |
| All | +4,277.7% | -100.0% | +4,377.7% | +661.4% |
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 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