+1,569.8%
MRVL vs CVNA
+2,461.5%
-891.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.3% |
| 7D | +5.6% | -7.3% | +12.9% | +7.0% |
| 30D | +8.8% | -4.6% | +13.3% | +9.6% |
| 3M | -15.9% | +2.0% | -17.8% | -16.7% |
| 6M | +161.3% | +11.7% | +149.5% | +153.2% |
| YTD | +178.2% | -18.1% | +196.3% | +182.0% |
| 1Y | +255.3% | -2.4% | +257.7% | +246.1% |
| 3Y | +323.1% | +580.6% | -257.5% | +183.4% |
| 5Y | +293.2% | +4.9% | +288.3% | +177.0% |
| All | +1,569.8% | +2,461.5% | -891.6% | +653.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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