-78.0%
VXX vs MLM
+15.8%
-93.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | -0.2% |
| 7D | +1.6% | -2.7% | +4.3% | -1.5% |
| 30D | -9.5% | -8.3% | -1.1% | -17.6% |
| 3M | -27.3% | -12.0% | -15.3% | -36.4% |
| 6M | -43.3% | -17.6% | -25.7% | -53.4% |
| YTD | -30.9% | -18.9% | -12.0% | -42.7% |
| 1Y | -47.2% | -17.6% | -29.5% | -54.9% |
| All | -78.0% | +15.8% | -93.8% | -64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling