+737.1%
MTZ vs UVXY
-100.0%
+837.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.2% | -8.7% | -2.6% |
| 7D | 0.0% | +11.0% | -11.1% | +1.8% |
| 30D | -14.8% | -8.8% | -6.1% | -16.1% |
| 3M | -30.8% | -41.9% | +11.1% | -36.2% |
| 6M | -22.6% | -61.2% | +38.6% | -32.0% |
| YTD | +6.8% | -46.2% | +53.0% | +1.2% |
| 1Y | +22.1% | -65.2% | +87.3% | +9.9% |
| 3Y | +153.1% | -94.6% | +247.7% | +114.1% |
| 5Y | +161.4% | -99.7% | +261.1% | +67.0% |
| All | +737.1% | -100.0% | +837.1% | +299.3% |
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 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