-99.0%
VXX vs MLM
+135.2%
-234.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +1.7% |
| 7D | -3.5% | -2.9% | -0.6% | -6.3% |
| 30D | -13.6% | -6.8% | -6.8% | -19.5% |
| 3M | -24.6% | -11.2% | -13.4% | -32.9% |
| 6M | -39.9% | -21.8% | -18.0% | -51.7% |
| YTD | -33.1% | -17.0% | -16.1% | -42.2% |
| 1Y | -49.9% | -16.4% | -33.5% | -56.0% |
| 3Y | -79.1% | +14.5% | -93.6% | -70.3% |
| 5Y | -95.6% | +41.7% | -137.3% | -90.7% |
| All | -99.0% | +135.2% | -234.2% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling