+719.8%
MU vs VXX
-51.1%
+770.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +6.4% |
| 7D | +9.0% | -3.5% | +12.5% | +6.9% |
| 30D | +13.8% | -13.6% | +27.4% | +4.7% |
| 3M | +2.1% | -24.6% | +26.7% | -10.1% |
| 6M | +153.8% | -39.9% | +193.7% | +109.0% |
| YTD | +256.4% | -33.1% | +289.4% | +216.9% |
| 1Y | +719.8% | -49.9% | +769.7% | +574.0% |
| All | +719.8% | -51.1% | +770.9% | +574.0% |
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