+149.5%
MPWR vs VXX
-77.4%
+226.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.6% | -0.2% |
| 7D | -2.3% | +7.2% | -9.4% | +0.6% |
| 30D | -15.4% | -5.8% | -9.6% | -17.3% |
| 3M | -19.4% | -29.0% | +9.7% | -28.6% |
| 6M | +12.7% | -44.0% | +56.7% | -7.0% |
| YTD | +31.3% | -28.7% | +60.0% | +22.3% |
| 1Y | +39.7% | -45.2% | +84.8% | +20.3% |
| All | +149.5% | -77.4% | +226.9% | +102.5% |
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 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