+996.9%
MPWR vs VXX
-99.0%
+1,095.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -0.6% |
| 7D | -1.3% | +1.6% | -2.8% | -0.7% |
| 30D | -12.8% | -9.5% | -3.4% | -15.8% |
| 3M | -21.3% | -27.3% | +6.0% | -28.8% |
| 6M | +13.7% | -43.3% | +57.1% | -3.9% |
| YTD | +33.3% | -30.9% | +64.1% | +23.8% |
| 1Y | +41.3% | -47.2% | +88.5% | +22.0% |
| 3Y | +145.8% | -78.5% | +224.3% | +104.7% |
| 5Y | +155.6% | -95.6% | +251.2% | +47.1% |
| All | +996.9% | -99.0% | +1,095.8% | +474.8% |
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 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