+355.8%
MTZ vs VXX
-99.0%
+454.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.3% | +7.8% | +2.3% |
| 7D | +1.4% | +2.0% | -0.6% | +2.0% |
| 30D | -14.5% | -7.1% | -7.4% | -16.1% |
| 3M | -32.9% | -28.6% | -4.3% | -38.4% |
| 6M | -20.8% | -44.0% | +23.1% | -30.9% |
| YTD | +10.6% | -31.7% | +42.3% | +3.4% |
| 1Y | +27.1% | -46.3% | +73.4% | +13.2% |
| 3Y | +166.1% | -78.3% | +244.4% | +124.8% |
| 5Y | +170.7% | -95.8% | +266.5% | +63.7% |
| All | +355.8% | -99.0% | +454.7% | +149.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling