+82.7%
MRVL vs VXX
-51.0%
+133.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.6% | +2.6% | -11.7% |
| 7D | -36.5% | -4.1% | -32.4% | -37.4% |
| 30D | -41.1% | -0.8% | -40.3% | -40.3% |
| 3M | -26.9% | -19.8% | -7.1% | -32.6% |
| 6M | -2.3% | -40.5% | +38.2% | -16.4% |
| YTD | +88.4% | -35.5% | +123.9% | +72.6% |
| 1Y | +82.7% | -51.1% | +133.9% | +40.5% |
| All | +82.7% | -51.0% | +133.8% | +40.5% |
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