+166.3%
MTZ vs UVXY
-99.7%
+266.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -1.8% |
| 7D | +2.3% | +2.3% | 0.0% | +2.7% |
| 30D | -10.3% | -15.0% | +4.7% | -12.9% |
| 3M | -31.8% | -39.8% | +8.0% | -37.1% |
| 6M | -19.2% | -60.0% | +40.9% | -29.2% |
| YTD | +10.7% | -48.8% | +59.6% | +3.4% |
| 1Y | +37.5% | -67.3% | +104.8% | +21.3% |
| 3Y | +162.4% | -94.8% | +257.2% | +117.4% |
| 5Y | +166.3% | -99.7% | +266.0% | +62.9% |
| All | +166.3% | -99.7% | +266.0% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling