+170.2%
MPC vs VXX
-77.4%
+247.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -4.9% | -1.4% |
| 7D | +1.2% | +7.2% | -5.9% | +2.1% |
| 30D | +17.0% | -5.8% | +22.8% | +16.1% |
| 3M | +49.5% | -29.0% | +78.5% | +43.4% |
| 6M | +83.5% | -44.0% | +127.5% | +71.1% |
| YTD | +144.1% | -28.7% | +172.8% | +137.6% |
| 1Y | +119.6% | -45.2% | +164.8% | +106.6% |
| All | +170.2% | -77.4% | +247.7% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling