-20.7%
MDLN vs VXX
-38.3%
+17.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.1% |
| 7D | -11.1% | +2.0% | -13.1% | -10.9% |
| 30D | -8.4% | -7.1% | -1.3% | -8.8% |
| 3M | -12.4% | -28.6% | +16.2% | -14.7% |
| 6M | -23.3% | -44.0% | +20.7% | -27.6% |
| YTD | -22.5% | -31.7% | +9.2% | -26.0% |
| All | -20.7% | -38.3% | +17.7% | -22.1% |
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