-99.0%
VXX vs MLM
+133.0%
-232.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -2.8% |
| 7D | +2.0% | -0.9% | +2.9% | +1.1% |
| 30D | -7.1% | -6.1% | -1.0% | -12.6% |
| 3M | -28.6% | -9.7% | -19.0% | -35.4% |
| 6M | -44.0% | -14.4% | -29.6% | -50.9% |
| YTD | -31.7% | -17.7% | -14.0% | -41.6% |
| 1Y | -46.3% | -18.7% | -27.6% | -54.3% |
| 3Y | -78.3% | +18.1% | -96.4% | -68.1% |
| 5Y | -95.8% | +42.3% | -138.1% | -91.2% |
| All | -99.0% | +133.0% | -232.0% | -96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling