+3,015.3%
CVNA vs MARA
+26.9%
+2,988.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.8% | -6.4% | -2.3% |
| 7D | -7.3% | +5.9% | -13.2% | -8.1% |
| 30D | -4.6% | +24.3% | -28.9% | -7.9% |
| 3M | +2.0% | -12.0% | +14.0% | +2.1% |
| 6M | +11.7% | +40.1% | -28.4% | +4.0% |
| YTD | -18.1% | +33.4% | -51.5% | -24.3% |
| 1Y | -2.4% | -23.7% | +21.4% | -2.9% |
| 3Y | +580.6% | +19.0% | +561.6% | +493.9% |
| 5Y | +4.9% | -66.5% | +71.4% | -3.1% |
| All | +3,015.3% | +26.9% | +2,988.4% | +1,970.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling