-49.9%
VXX vs MUB
+2.9%
-52.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.7% |
| 7D | -3.5% | -0.9% | -2.6% | -7.7% |
| 30D | -13.6% | -1.4% | -12.2% | -19.7% |
| 3M | -24.6% | -2.2% | -22.4% | -32.4% |
| 6M | -39.9% | -1.9% | -38.0% | -43.1% |
| YTD | -33.1% | -0.8% | -32.3% | -37.4% |
| 1Y | -49.9% | +2.7% | -52.7% | -53.3% |
| All | -49.9% | +2.9% | -52.8% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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