-25.1%
MARA vs VXX
-51.1%
+26.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.1% |
| 7D | +6.0% | -3.5% | +9.5% | +4.0% |
| 30D | +0.6% | -13.6% | +14.2% | -7.7% |
| 3M | -18.5% | -24.6% | +6.1% | -29.0% |
| 6M | +21.7% | -39.9% | +61.6% | -2.1% |
| YTD | +25.9% | -33.1% | +59.0% | +10.3% |
| 1Y | -25.1% | -49.9% | +24.8% | -38.1% |
| All | -25.1% | -51.1% | +26.0% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling