-78.3%
VXX vs MUB
+7.9%
-86.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -3.1% |
| 7D | +2.0% | -0.8% | +2.8% | -0.2% |
| 30D | -7.1% | -2.4% | -4.7% | -12.9% |
| 3M | -28.6% | -2.8% | -25.8% | -33.9% |
| 6M | -44.0% | -2.2% | -41.8% | -46.7% |
| YTD | -31.7% | -1.6% | -30.1% | -34.1% |
| 1Y | -46.3% | 0.0% | -46.4% | -46.5% |
| 3Y | -78.3% | +7.9% | -86.1% | -72.1% |
| All | -78.3% | +7.9% | -86.2% | -72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling