+1,234.8%
MDB vs VXX
-98.9%
+1,333.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.2% | +1.2% | +5.3% |
| 7D | -2.8% | +7.2% | -9.9% | -0.7% |
| 30D | -14.9% | -5.8% | -9.0% | -16.4% |
| 3M | +7.3% | -29.0% | +36.4% | -2.8% |
| 6M | +38.2% | -44.0% | +82.2% | +17.9% |
| YTD | -10.9% | -28.7% | +17.8% | -16.5% |
| 1Y | +11.6% | -45.2% | +56.8% | -1.8% |
| 3Y | -0.9% | -77.8% | +76.9% | -17.9% |
| 5Y | -23.5% | -95.6% | +72.1% | -53.9% |
| All | +1,234.8% | -98.9% | +1,333.7% | +627.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling