+184.6%
MXL vs VXX
-99.0%
+283.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.3% | +11.8% | +5.9% |
| 7D | +18.9% | +2.0% | +16.9% | +19.9% |
| 30D | +0.3% | -7.1% | +7.4% | -2.2% |
| 3M | -8.0% | -28.6% | +20.6% | -17.3% |
| 6M | +341.2% | -44.0% | +385.2% | +269.2% |
| YTD | +327.8% | -31.7% | +359.6% | +295.7% |
| 1Y | +364.9% | -46.3% | +411.2% | +304.7% |
| 3Y | +229.2% | -78.3% | +307.5% | +177.7% |
| 5Y | +42.8% | -95.8% | +138.6% | -18.5% |
| All | +184.6% | -99.0% | +283.6% | +35.0% |
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 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