+26.9%
MCK vs VXX
-42.5%
+69.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +8.3% | +0.3% | +8.0% | +8.4% |
| 30D | +15.3% | +11.4% | +3.9% | +15.4% |
| 3M | +23.2% | -6.3% | +29.5% | +23.2% |
| 6M | +47.4% | -32.5% | +79.9% | +45.8% |
| YTD | +32.4% | -28.5% | +60.9% | +30.7% |
| All | +26.9% | -42.5% | +69.4% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling