+437.4%
MCK vs VXX
-99.0%
+536.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -0.4% |
| 7D | -2.9% | +2.0% | -4.9% | -2.7% |
| 30D | +0.4% | -7.1% | +7.5% | -0.3% |
| 3M | +12.1% | -28.6% | +40.7% | +8.1% |
| 6M | -5.4% | -44.0% | +38.5% | -10.9% |
| YTD | +7.8% | -31.7% | +39.5% | +4.5% |
| 1Y | +22.9% | -46.3% | +69.3% | +16.5% |
| 3Y | +110.7% | -78.3% | +189.0% | +88.6% |
| 5Y | +346.2% | -95.8% | +442.0% | +224.8% |
| All | +437.4% | -99.0% | +536.4% | +266.0% |
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