+79.1%
MCD vs VXX
-99.0%
+178.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | +0.2% |
| 7D | -2.0% | -3.0% | +1.0% | -2.4% |
| 30D | -6.1% | -11.5% | +5.3% | -7.4% |
| 3M | -7.3% | -27.3% | +20.1% | -10.5% |
| 6M | -20.9% | -49.6% | +28.6% | -26.5% |
| YTD | -14.7% | -32.0% | +17.4% | -17.4% |
| 1Y | -16.1% | -48.3% | +32.2% | -21.1% |
| 3Y | -1.5% | -78.9% | +77.4% | -11.9% |
| 5Y | +20.4% | -95.6% | +116.0% | -10.1% |
| All | +79.1% | -99.0% | +178.1% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling