-25.3%
MDB vs VXX
-95.6%
+70.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -4.6% |
| 7D | -1.8% | +2.0% | -3.7% | -1.1% |
| 30D | -17.3% | -7.1% | -10.2% | -19.4% |
| 3M | +2.2% | -28.6% | +30.8% | -8.8% |
| 6M | +33.9% | -44.0% | +77.9% | +11.3% |
| YTD | -13.7% | -31.7% | +18.0% | -21.3% |
| 1Y | +9.1% | -46.3% | +55.4% | -7.0% |
| 3Y | -8.1% | -78.3% | +70.1% | -29.4% |
| All | -25.3% | -95.6% | +70.3% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling