-78.3%
VXX vs MTCH
-0.9%
-77.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -3.5% |
| 7D | +2.0% | +1.3% | +0.7% | +2.8% |
| 30D | -7.1% | +15.9% | -23.0% | +1.3% |
| 3M | -28.6% | +23.3% | -51.9% | -18.5% |
| 6M | -44.0% | +40.1% | -84.1% | -29.7% |
| YTD | -31.7% | +33.6% | -65.3% | -15.7% |
| 1Y | -46.3% | +14.1% | -60.4% | -38.8% |
| 3Y | -78.3% | +1.4% | -79.7% | -71.8% |
| All | -78.3% | -0.9% | -77.4% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling