+45.3%
MPWR vs VXX
-51.1%
+96.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +1.1% |
| 7D | -2.6% | -3.5% | +0.9% | -4.1% |
| 30D | -9.0% | -13.6% | +4.6% | -14.9% |
| 3M | -25.8% | -24.6% | -1.2% | -33.3% |
| 6M | +11.8% | -39.9% | +51.6% | -6.2% |
| YTD | +35.5% | -33.1% | +68.6% | +20.3% |
| 1Y | +45.3% | -49.9% | +95.2% | +23.1% |
| All | +45.3% | -51.1% | +96.4% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling