-99.0%
VXX vs MDY
+107.9%
-206.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -2.5% |
| 7D | +2.0% | -1.9% | +3.8% | -2.1% |
| 30D | -7.1% | -4.6% | -2.5% | -16.4% |
| 3M | -28.6% | -1.2% | -27.4% | -29.8% |
| 6M | -44.0% | +9.2% | -53.2% | -28.4% |
| YTD | -31.7% | +13.1% | -44.8% | -3.1% |
| 1Y | -46.3% | +13.0% | -59.3% | -21.5% |
| 3Y | -78.3% | +49.2% | -127.5% | -17.9% |
| 5Y | -95.8% | +47.2% | -143.1% | -80.3% |
| All | -99.0% | +107.9% | -206.8% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling