+356.3%
MTZ vs VXX
-99.0%
+455.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -1.7% |
| 7D | +2.3% | +1.6% | +0.7% | +2.7% |
| 30D | -10.3% | -9.5% | -0.8% | -12.7% |
| 3M | -31.8% | -27.3% | -4.5% | -37.0% |
| 6M | -19.2% | -43.3% | +24.1% | -29.2% |
| YTD | +10.7% | -30.9% | +41.6% | +3.8% |
| 1Y | +37.5% | -47.2% | +84.7% | +21.9% |
| 3Y | +162.4% | -78.5% | +240.9% | +120.6% |
| 5Y | +166.3% | -95.6% | +261.9% | +63.3% |
| All | +356.3% | -99.0% | +455.2% | +150.5% |
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