+627.4%
MPC vs VXX
-99.0%
+726.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.6% |
| 7D | +3.9% | -3.0% | +6.9% | +3.1% |
| 30D | +33.8% | -11.5% | +45.2% | +30.0% |
| 3M | +49.9% | -27.3% | +77.2% | +39.1% |
| 6M | +80.9% | -49.6% | +130.5% | +54.2% |
| YTD | +147.4% | -32.0% | +179.5% | +129.2% |
| 1Y | +123.2% | -48.3% | +171.5% | +95.1% |
| 3Y | +171.7% | -78.9% | +250.6% | +117.0% |
| 5Y | +678.6% | -95.6% | +774.2% | +341.0% |
| All | +627.4% | -99.0% | +726.4% | +265.0% |
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 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