+19.0%
MARA vs VXX
-78.4%
+97.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.3% | +9.1% | +2.8% |
| 7D | +5.9% | +2.0% | +3.9% | +7.1% |
| 30D | +24.3% | -7.1% | +31.4% | +20.9% |
| 3M | -12.0% | -28.6% | +16.7% | -22.7% |
| 6M | +40.1% | -44.0% | +84.1% | +14.0% |
| YTD | +33.4% | -31.7% | +65.1% | +22.9% |
| 1Y | -23.7% | -46.3% | +22.6% | -34.5% |
| 3Y | +19.0% | -78.3% | +97.2% | -2.9% |
| All | +19.0% | -78.4% | +97.4% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling