-49.9%
VXX vs MKC
-23.4%
-26.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.8% |
| 7D | -3.5% | -5.9% | +2.4% | -2.0% |
| 30D | -13.6% | -0.9% | -12.7% | -13.5% |
| 3M | -24.6% | +12.7% | -37.3% | -26.9% |
| 6M | -39.9% | -19.3% | -20.6% | -36.3% |
| YTD | -33.1% | -22.2% | -10.9% | -28.8% |
| 1Y | -49.9% | -23.3% | -26.6% | -47.7% |
| All | -49.9% | -23.4% | -26.5% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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