+25.2%
CVNA vs MARA
-60.7%
+85.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.1% | +12.9% | +9.2% |
| 7D | +31.3% | -6.5% | +37.9% | +32.1% |
| 30D | +21.7% | -38.5% | +60.2% | +28.5% |
| 3M | +14.0% | -41.5% | +55.5% | +20.2% |
| 6M | +3.0% | -41.9% | +44.9% | +7.7% |
| YTD | -8.1% | -23.5% | +15.4% | -11.2% |
| 1Y | +25.2% | -58.7% | +83.8% | +51.9% |
| All | +25.2% | -60.7% | +85.9% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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