+3,206.8%
CVNA vs MARA
+26.3%
+3,180.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.9% |
| 7D | -1.0% | +13.8% | -14.9% | -2.9% |
| 30D | -1.0% | +24.7% | -25.7% | -4.5% |
| 3M | +5.5% | -10.4% | +15.9% | +5.3% |
| 6M | +11.8% | +37.6% | -25.8% | +4.4% |
| YTD | -13.0% | +32.7% | -45.8% | -19.5% |
| 1Y | -2.1% | -25.2% | +23.1% | -2.3% |
| 3Y | +681.6% | +9.3% | +672.4% | +588.8% |
| 5Y | +11.6% | -69.3% | +81.0% | +3.8% |
| All | +3,206.8% | +26.3% | +3,180.5% | +2,099.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling