-95.7%
VXX vs MDY
+46.3%
-142.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -2.4% |
| 7D | +2.0% | -1.9% | +3.8% | -2.2% |
| 30D | -7.1% | -4.6% | -2.5% | -16.5% |
| 3M | -28.6% | -1.2% | -27.4% | -29.8% |
| 6M | -44.0% | +9.2% | -53.2% | -28.1% |
| YTD | -31.7% | +13.1% | -44.8% | -2.7% |
| 1Y | -46.3% | +13.0% | -59.3% | -21.1% |
| 3Y | -78.3% | +49.2% | -127.5% | -21.1% |
| All | -95.7% | +46.3% | -142.0% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling