-49.9%
VXX vs MTCH
+13.9%
-63.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | -0.1% |
| 7D | -3.5% | +0.7% | -4.2% | -3.2% |
| 30D | -13.6% | +9.7% | -23.3% | -9.2% |
| 3M | -24.6% | +21.1% | -45.7% | -14.1% |
| 6M | -39.9% | +37.5% | -77.4% | -21.5% |
| YTD | -33.1% | +31.9% | -65.0% | -15.4% |
| 1Y | -49.9% | +14.6% | -64.5% | -37.6% |
| All | -49.9% | +13.9% | -63.8% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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