+624.1%
MPC vs VXX
-99.0%
+723.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | -0.1% |
| 7D | +1.8% | +2.0% | -0.2% | +2.3% |
| 30D | +14.0% | -7.1% | +21.1% | +12.1% |
| 3M | +52.2% | -28.6% | +80.9% | +40.7% |
| 6M | +75.8% | -44.0% | +119.8% | +53.7% |
| YTD | +146.3% | -31.7% | +178.0% | +128.5% |
| 1Y | +120.8% | -46.3% | +167.1% | +95.0% |
| 3Y | +172.6% | -78.3% | +250.9% | +119.7% |
| 5Y | +678.2% | -95.8% | +774.1% | +332.9% |
| All | +624.1% | -99.0% | +723.0% | +263.9% |
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