+1,797.6%
MRVL vs UVXY
-100.0%
+1,897.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.7% | +4.7% |
| 7D | +13.8% | +2.3% | +11.5% | +14.3% |
| 30D | +12.7% | -15.0% | +27.7% | +9.7% |
| 3M | -11.9% | -39.8% | +27.9% | -17.8% |
| 6M | +153.8% | -60.0% | +213.9% | +126.7% |
| YTD | +177.0% | -48.8% | +225.8% | +162.1% |
| 1Y | +252.3% | -67.3% | +319.6% | +216.5% |
| 3Y | +325.5% | -94.8% | +420.4% | +273.7% |
| 5Y | +290.9% | -99.7% | +390.6% | +178.7% |
| 10Y | +1,954.1% | -100.0% | +2,054.1% | +946.6% |
| All | +1,797.6% | -100.0% | +1,897.6% | +275.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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