+40.4%
MXL vs UVXY
-99.7%
+140.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.8% | +14.3% | +5.6% |
| 7D | +18.9% | +2.8% | +16.1% | +20.0% |
| 30D | +0.3% | -11.4% | +11.7% | -2.7% |
| 3M | -8.0% | -41.5% | +33.5% | -19.0% |
| 6M | +341.2% | -61.0% | +402.3% | +257.2% |
| YTD | +327.8% | -49.8% | +377.7% | +287.5% |
| 1Y | +364.9% | -66.4% | +431.3% | +291.3% |
| 3Y | +229.2% | -94.8% | +324.0% | +155.0% |
| All | +40.4% | -99.7% | +140.1% | -34.3% |
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 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