+165.2%
MTZ vs VXX
-95.6%
+260.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -38.3% |
| 6M | -20.8% | -44.0% | +23.1% | -30.6% |
| YTD | +10.6% | -31.7% | +42.3% | +3.6% |
| 1Y | +27.1% | -46.3% | +73.4% | +13.6% |
| 3Y | +166.1% | -78.3% | +244.4% | +127.5% |
| All | +165.2% | -95.6% | +260.9% | +67.3% |
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