+9.1%
MDLZ vs VXX
-49.3%
+58.4%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | 0.0% | +1.6% | -1.6% | -0.1% |
| 30D | +1.4% | -9.5% | +10.9% | +1.9% |
| 3M | 0.0% | -27.3% | +27.3% | +0.5% |
| 6M | +9.1% | -43.3% | +52.5% | +6.3% |
| All | +9.1% | -49.3% | +58.4% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling