+2,350.5%
MU vs VXX
-99.0%
+2,449.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.0% | +3.4% |
| 7D | +7.5% | +1.6% | +5.9% | +8.1% |
| 30D | +19.4% | -9.5% | +28.8% | +15.4% |
| 3M | +9.8% | -27.3% | +37.1% | +0.5% |
| 6M | +164.1% | -43.3% | +207.5% | +126.6% |
| YTD | +260.3% | -30.9% | +291.2% | +238.7% |
| 1Y | +661.2% | -47.2% | +708.4% | +571.6% |
| 3Y | +1,380.8% | -78.5% | +1,459.3% | +1,156.7% |
| 5Y | +1,346.4% | -95.6% | +1,442.0% | +746.2% |
| All | +2,350.5% | -99.0% | +2,449.5% | +1,217.2% |
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