+445.3%
MP vs VXX
-99.3%
+544.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.6% |
| 7D | -2.9% | -3.5% | +0.6% | -3.9% |
| 30D | +13.8% | -13.6% | +27.4% | +8.8% |
| 3M | -16.7% | -24.6% | +7.9% | -22.7% |
| 6M | -11.5% | -39.9% | +28.4% | -21.8% |
| YTD | +7.9% | -33.1% | +41.0% | -0.5% |
| 1Y | -15.0% | -49.9% | +34.9% | -27.3% |
| 3Y | +153.5% | -79.1% | +232.6% | +99.8% |
| 5Y | +58.7% | -95.6% | +154.2% | -14.4% |
| All | +445.3% | -99.3% | +544.6% | +119.5% |
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