+1,193.1%
MDB vs VXX
-99.0%
+1,292.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -4.4% |
| 7D | -1.8% | +2.0% | -3.7% | -1.2% |
| 30D | -17.3% | -7.1% | -10.2% | -19.1% |
| 3M | +2.2% | -28.6% | +30.8% | -7.4% |
| 6M | +33.9% | -44.0% | +77.9% | +14.2% |
| YTD | -13.7% | -31.7% | +18.0% | -20.2% |
| 1Y | +9.1% | -46.3% | +55.4% | -4.7% |
| 3Y | -8.1% | -78.3% | +70.1% | -24.4% |
| 5Y | -25.9% | -95.8% | +69.9% | -56.0% |
| All | +1,193.1% | -99.0% | +1,292.1% | +595.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling