+1,607.5%
MPWR vs UVXY
-100.0%
+1,707.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.2% | -6.6% | -0.3% |
| 7D | -2.3% | +11.0% | -13.3% | +0.2% |
| 30D | -15.4% | -8.8% | -6.6% | -17.0% |
| 3M | -19.4% | -41.9% | +22.5% | -27.4% |
| 6M | +12.7% | -61.2% | +73.9% | -4.5% |
| YTD | +31.3% | -46.2% | +77.5% | +23.4% |
| 1Y | +39.7% | -65.2% | +104.9% | +22.7% |
| 3Y | +142.2% | -94.6% | +236.8% | +101.8% |
| 5Y | +149.0% | -99.7% | +248.7% | +49.5% |
| All | +1,607.5% | -100.0% | +1,707.5% | +614.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling