-51.1%
VXX vs MDY
+17.5%
-68.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.6% | -10.2% | -8.1% |
| 7D | -4.1% | +1.7% | -5.8% | +0.4% |
| 30D | -0.8% | +1.2% | -2.0% | +3.0% |
| 3M | -19.8% | -3.5% | -16.3% | -25.7% |
| 6M | -40.5% | +3.5% | -44.0% | -32.6% |
| YTD | -35.5% | +13.6% | -49.1% | -1.4% |
| 1Y | -51.1% | +17.1% | -68.2% | -16.5% |
| All | -51.1% | +17.5% | -68.6% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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