+31.6%
MDT vs VXX
-99.0%
+130.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -1.3% |
| 7D | -3.4% | +2.0% | -5.4% | -3.1% |
| 30D | +0.2% | -7.1% | +7.3% | -0.8% |
| 3M | +14.3% | -28.6% | +42.9% | +9.3% |
| 6M | +4.0% | -44.0% | +48.0% | -3.2% |
| YTD | -3.7% | -31.7% | +28.1% | -7.3% |
| 1Y | -0.4% | -46.3% | +46.0% | -6.8% |
| 3Y | +23.3% | -78.3% | +101.6% | +8.9% |
| 5Y | -18.9% | -95.8% | +76.9% | -42.1% |
| All | +31.6% | -99.0% | +130.6% | -14.1% |
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