+4.9%
MMM vs VXX
-99.0%
+103.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +0.6% |
| 7D | -2.1% | +2.0% | -4.1% | -1.8% |
| 30D | -9.8% | -7.1% | -2.7% | -10.9% |
| 3M | +4.9% | -28.6% | +33.6% | -0.4% |
| 6M | +7.3% | -44.0% | +51.3% | -1.3% |
| YTD | +4.5% | -31.7% | +36.2% | +0.2% |
| 1Y | +5.4% | -46.3% | +51.7% | -2.1% |
| 3Y | +98.6% | -78.3% | +176.8% | +76.0% |
| 5Y | +27.4% | -95.8% | +123.2% | -8.0% |
| All | +4.9% | -99.0% | +103.9% | -27.0% |
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 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