+50.5%
MP vs VXX
-95.3%
+145.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.2% | -8.7% | -4.4% |
| 7D | -4.6% | +7.2% | -11.7% | -2.3% |
| 30D | -7.1% | -5.8% | -1.3% | -8.7% |
| 3M | -4.0% | -29.0% | +25.0% | -13.0% |
| 6M | -16.7% | -44.0% | +27.3% | -28.5% |
| YTD | +1.6% | -28.7% | +30.3% | -4.6% |
| 1Y | -17.8% | -45.2% | +27.4% | -27.8% |
| 3Y | +139.6% | -77.8% | +217.4% | +89.3% |
| 5Y | +50.5% | -95.6% | +146.1% | -29.0% |
| All | +50.5% | -95.3% | +145.8% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling