-78.3%
VXX vs MDY
+48.5%
-126.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -2.1% |
| 7D | +2.0% | -1.9% | +3.8% | -2.9% |
| 30D | -7.1% | -4.6% | -2.5% | -18.2% |
| 3M | -28.6% | -1.2% | -27.4% | -30.2% |
| 6M | -44.0% | +9.2% | -53.2% | -24.8% |
| YTD | -31.7% | +13.1% | -44.8% | +3.8% |
| 1Y | -46.3% | +13.0% | -59.3% | -15.7% |
| 3Y | -78.3% | +49.2% | -127.5% | -13.6% |
| All | -78.3% | +48.5% | -126.7% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling