+1,177.3%
MTZ vs UVXY
-100.0%
+1,277.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.2% |
| 7D | -1.6% | -5.0% | +3.4% | -2.4% |
| 30D | -11.1% | -20.5% | +9.5% | -14.2% |
| 3M | -36.7% | -36.6% | -0.1% | -40.3% |
| 6M | -21.9% | -56.9% | +35.0% | -29.0% |
| YTD | +9.1% | -51.2% | +60.3% | +2.2% |
| 1Y | +30.0% | -69.8% | +99.7% | +15.4% |
| 3Y | +138.5% | -95.1% | +233.5% | +102.0% |
| 5Y | +158.3% | -99.7% | +258.0% | +72.6% |
| 10Y | +700.8% | -100.0% | +800.8% | +260.4% |
| All | +1,177.3% | -100.0% | +1,277.3% | +93.4% |
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