-99.0%
VXX vs MLM
+139.4%
-238.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.5% | -7.0% |
| 7D | +4.0% | -5.8% | +9.9% | -0.6% |
| 30D | +6.4% | +9.8% | -3.5% | +18.7% |
| 3M | -11.5% | -5.2% | -6.3% | -14.6% |
| 6M | -37.7% | -10.3% | -27.4% | -42.8% |
| YTD | -32.9% | -15.5% | -17.5% | -40.0% |
| 1Y | -45.9% | -15.0% | -30.8% | -51.0% |
| 3Y | -77.7% | +17.5% | -95.2% | -67.7% |
| 5Y | -94.8% | +30.5% | -125.3% | -89.8% |
| All | -99.0% | +139.4% | -238.4% | -96.1% |
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