-59.4%
VXX vs MULL
+2,337.2%
-2,396.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.6% |
| 7D | +2.0% | -8.4% | +10.4% | +0.1% |
| 30D | -7.1% | +9.7% | -16.8% | -4.1% |
| 3M | -28.6% | -26.8% | -1.9% | -26.7% |
| 6M | -44.0% | +220.7% | -264.7% | +1.5% |
| YTD | -31.7% | +509.0% | -540.8% | +66.6% |
| 1Y | -46.3% | +1,739.5% | -1,785.9% | +124.7% |
| All | -59.4% | +2,337.2% | -2,396.6% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 all: compounded portfolio wealth divided by compounded MULL 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…
all analysis · Full analysis span regression · 6 months rolling