+1,168.2%
MXL vs UVXY
-100.0%
+1,268.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.8% | +14.3% | +6.2% |
| 7D | +18.9% | +2.8% | +16.1% | +19.7% |
| 30D | +0.3% | -11.4% | +11.7% | -1.7% |
| 3M | -8.0% | -41.5% | +33.5% | -15.4% |
| 6M | +341.2% | -61.0% | +402.3% | +283.9% |
| YTD | +327.8% | -49.8% | +377.7% | +301.7% |
| 1Y | +364.9% | -66.4% | +431.3% | +316.7% |
| 3Y | +229.2% | -94.8% | +324.0% | +186.6% |
| 5Y | +42.8% | -99.7% | +142.5% | -4.2% |
| 10Y | +303.1% | -100.0% | +403.1% | +80.6% |
| All | +1,168.2% | -100.0% | +1,268.2% | +52.8% |
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