+1,245.2%
MU vs VXX
-95.6%
+1,340.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -1.8% |
| 7D | -4.1% | +2.0% | -6.0% | -3.3% |
| 30D | +7.0% | -7.1% | +14.1% | +4.4% |
| 3M | -2.1% | -28.6% | +26.6% | -11.5% |
| 6M | +133.1% | -44.0% | +177.1% | +98.5% |
| YTD | +241.9% | -31.7% | +273.6% | +219.2% |
| 1Y | +548.8% | -46.3% | +595.1% | +473.3% |
| 3Y | +1,308.2% | -78.3% | +1,386.5% | +1,108.3% |
| All | +1,245.2% | -95.6% | +1,340.8% | +708.7% |
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