-45.2%
VXX vs MLM
-17.7%
-27.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.1% |
| 7D | +7.2% | -1.3% | +8.4% | +6.3% |
| 30D | -5.8% | -9.1% | +3.3% | -11.6% |
| 3M | -29.0% | -9.0% | -20.1% | -32.3% |
| 6M | -44.0% | -17.0% | -27.0% | -49.6% |
| YTD | -28.7% | -19.0% | -9.7% | -34.5% |
| 1Y | -45.2% | -18.1% | -27.1% | -48.7% |
| All | -45.2% | -17.7% | -27.5% | -48.7% |
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