+1,311.3%
MU vs VXX
-77.4%
+1,388.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.2% | -8.1% | -3.6% |
| 7D | +2.0% | +7.2% | -5.1% | +5.0% |
| 30D | +12.5% | -5.8% | +18.4% | +10.1% |
| 3M | +9.6% | -29.0% | +38.6% | -2.0% |
| 6M | +142.6% | -44.0% | +186.6% | +103.4% |
| YTD | +242.7% | -28.7% | +271.3% | +222.6% |
| 1Y | +599.3% | -45.2% | +644.5% | +515.0% |
| All | +1,311.3% | -77.4% | +1,388.7% | +1,173.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling