+297.0%
MXL vs UVXY
-70.8%
+367.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -14.1% | +3.0% | -16.1% |
| 7D | -24.3% | -6.3% | -18.1% | -25.7% |
| 30D | -46.1% | -2.7% | -43.4% | -45.2% |
| 3M | -21.8% | -29.9% | +8.1% | -27.7% |
| 6M | -27.2% | -56.5% | +29.3% | -38.1% |
| YTD | +226.2% | -54.8% | +281.0% | +208.1% |
| 1Y | +297.0% | -70.5% | +367.5% | +211.9% |
| All | +297.0% | -70.8% | +367.8% | +211.9% |
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 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