-14.3%
MTZ vs UVXY
-70.8%
+56.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -14.1% | -1.3% | -17.7% |
| 7D | -7.4% | -6.3% | -1.1% | -8.3% |
| 30D | -23.6% | -2.7% | -20.9% | -23.4% |
| 3M | -38.3% | -29.9% | -8.4% | -42.2% |
| 6M | -60.6% | -56.5% | -4.1% | -65.9% |
| YTD | -22.9% | -54.8% | +31.9% | -30.4% |
| 1Y | -14.3% | -70.5% | +56.3% | -30.3% |
| All | -14.3% | -70.8% | +56.5% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling