-99.0%
VXX vs MKC
+17.0%
-116.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.0% |
| 7D | +2.0% | -1.5% | +3.4% | +1.2% |
| 30D | -7.1% | -3.1% | -4.0% | -8.7% |
| 3M | -28.6% | +5.2% | -33.8% | -26.6% |
| 6M | -44.0% | -12.8% | -31.2% | -48.7% |
| YTD | -31.7% | -23.3% | -8.4% | -42.8% |
| 1Y | -46.3% | -24.1% | -22.2% | -55.4% |
| 3Y | -78.3% | -32.1% | -46.2% | -82.5% |
| 5Y | -95.8% | -32.8% | -63.0% | -96.5% |
| All | -99.0% | +17.0% | -116.0% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling