+285.6%
MRVL vs VXX
-95.6%
+381.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.3% | +8.3% | +2.2% |
| 7D | +5.6% | +2.0% | +3.6% | +6.6% |
| 30D | +8.8% | -7.1% | +15.9% | +5.8% |
| 3M | -15.9% | -28.6% | +12.8% | -25.4% |
| 6M | +161.3% | -44.0% | +205.2% | +117.5% |
| YTD | +178.2% | -31.7% | +210.0% | +154.5% |
| 1Y | +255.3% | -46.3% | +301.7% | +202.1% |
| 3Y | +323.1% | -78.3% | +401.4% | +240.4% |
| All | +285.6% | -95.6% | +381.2% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling