-46.3%
VXX vs MTCH
+14.2%
-60.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -3.6% |
| 7D | +2.0% | +1.3% | +0.7% | +2.7% |
| 30D | -7.1% | +15.9% | -23.0% | +0.8% |
| 3M | -28.6% | +23.3% | -51.9% | -17.8% |
| 6M | -44.0% | +40.1% | -84.1% | -25.9% |
| YTD | -31.7% | +33.6% | -65.3% | -13.0% |
| 1Y | -46.3% | +14.1% | -60.4% | -33.1% |
| All | -46.3% | +14.2% | -60.5% | -33.1% |
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