+161.6%
MPWR vs VXX
-95.6%
+257.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.3% | +8.4% | +2.3% |
| 7D | +0.9% | +2.0% | -1.1% | +1.8% |
| 30D | -13.4% | -7.1% | -6.3% | -15.7% |
| 3M | -22.2% | -28.6% | +6.4% | -30.9% |
| 6M | +15.7% | -44.0% | +59.6% | -4.2% |
| YTD | +36.7% | -31.7% | +68.4% | +25.4% |
| 1Y | +47.9% | -46.3% | +94.3% | +26.8% |
| 3Y | +159.7% | -78.3% | +238.0% | +111.1% |
| All | +161.6% | -95.6% | +257.2% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling