+0.8%
MTUM vs VXX
-36.4%
+37.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +30.1% | -38.4% | +0.7% |
| 7D | -16.1% | +27.5% | -43.6% | -8.1% |
| 30D | -22.8% | +32.5% | -55.4% | -14.2% |
| 3M | -19.1% | +8.2% | -27.3% | -15.2% |
| 6M | -13.7% | -22.7% | +9.0% | -16.6% |
| YTD | +0.4% | -16.1% | +16.6% | +1.4% |
| 1Y | +0.8% | -34.0% | +34.8% | -4.2% |
| All | +0.8% | -36.4% | +37.1% | -4.2% |
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