-2.8%
MCD vs VXX
-77.4%
+74.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | 0.0% |
| 7D | -2.5% | +7.2% | -9.7% | -2.3% |
| 30D | -7.0% | -5.8% | -1.2% | -7.3% |
| 3M | -9.8% | -29.0% | +19.2% | -11.0% |
| 6M | -21.8% | -44.0% | +22.2% | -23.5% |
| YTD | -15.6% | -28.7% | +13.1% | -16.4% |
| 1Y | -15.2% | -45.2% | +30.0% | -16.8% |
| All | -2.8% | -77.4% | +74.7% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling