+14.5%
MDB vs VXX
-51.1%
+65.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.0% |
| 7D | -17.4% | -3.5% | -14.0% | -18.1% |
| 30D | -2.0% | -13.6% | +11.6% | -5.3% |
| 3M | -3.0% | -24.6% | +21.6% | -8.6% |
| 6M | +48.7% | -39.9% | +88.6% | +34.1% |
| YTD | -12.1% | -33.1% | +20.9% | -16.2% |
| 1Y | +14.5% | -49.9% | +64.4% | +5.5% |
| All | +14.5% | -51.1% | +65.6% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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