+287.6%
MP vs VXX
-99.2%
+386.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +4.2% |
| 7D | +9.5% | -14.7% | +24.1% | +4.6% |
| 30D | -3.0% | +8.9% | -11.9% | +2.1% |
| 3M | -30.4% | -4.5% | -25.8% | -29.4% |
| 6M | -39.2% | -34.0% | -5.2% | -44.4% |
| YTD | -23.3% | -29.2% | +6.0% | -26.1% |
| 1Y | -32.6% | -46.8% | +14.2% | -40.3% |
| 3Y | +159.3% | -76.2% | +235.5% | +115.2% |
| 5Y | -16.4% | -94.3% | +77.8% | -50.7% |
| All | +287.6% | -99.2% | +386.8% | +63.1% |
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 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