+219.6%
MRK vs VXX
-99.0%
+318.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -1.0% |
| 7D | -4.3% | +2.0% | -6.2% | -4.1% |
| 30D | +8.3% | -7.1% | +15.4% | +7.6% |
| 3M | +20.0% | -28.6% | +48.7% | +16.4% |
| 6M | +25.7% | -44.0% | +69.7% | +19.5% |
| YTD | +38.7% | -31.7% | +70.5% | +35.1% |
| 1Y | +74.7% | -46.3% | +121.0% | +66.9% |
| 3Y | +45.4% | -78.3% | +123.6% | +33.5% |
| 5Y | +129.0% | -95.8% | +224.9% | +81.7% |
| All | +219.6% | -99.0% | +318.6% | +137.4% |
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