-49.9%
VXX vs MLM
-15.9%
-34.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +1.3% |
| 7D | -3.5% | -2.9% | -0.6% | -5.3% |
| 30D | -13.6% | -6.8% | -6.8% | -17.6% |
| 3M | -24.6% | -11.2% | -13.4% | -30.1% |
| 6M | -39.9% | -21.8% | -18.0% | -47.9% |
| YTD | -33.1% | -17.0% | -16.1% | -37.6% |
| 1Y | -49.9% | -16.4% | -33.5% | -52.7% |
| All | -49.9% | -15.9% | -34.1% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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