+405.1%
MP vs VXX
-99.2%
+504.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -3.0% |
| 7D | -7.4% | +2.0% | -9.3% | -6.7% |
| 30D | -6.7% | -7.1% | +0.4% | -8.6% |
| 3M | -11.7% | -28.6% | +17.0% | -19.8% |
| 6M | -18.9% | -44.0% | +25.1% | -30.2% |
| YTD | 0.0% | -31.7% | +31.7% | -7.2% |
| 1Y | -19.9% | -46.3% | +26.5% | -29.9% |
| 3Y | +133.4% | -78.3% | +211.7% | +86.7% |
| 5Y | +48.1% | -95.8% | +143.9% | -21.3% |
| All | +405.1% | -99.2% | +504.3% | +104.8% |
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