+76.8%
MCD vs VXX
-99.0%
+175.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -0.7% |
| 7D | -1.2% | +2.0% | -3.2% | -1.0% |
| 30D | -7.8% | -7.1% | -0.7% | -8.5% |
| 3M | -10.7% | -28.6% | +17.9% | -14.0% |
| 6M | -21.3% | -44.0% | +22.7% | -25.9% |
| YTD | -15.8% | -31.7% | +16.0% | -18.4% |
| 1Y | -16.0% | -46.3% | +30.3% | -20.6% |
| 3Y | -3.0% | -78.3% | +75.3% | -12.9% |
| 5Y | +18.6% | -95.8% | +114.5% | -12.3% |
| All | +76.8% | -99.0% | +175.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 10y: compounded portfolio wealth divided by compounded VXX 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…
10y analysis · Full analysis span regression · 6 months rolling