+321.2%
MRVL vs CVNA
+675.5%
-354.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.0% | +4.7% |
| 7D | +13.8% | -1.0% | +14.8% | +14.1% |
| 30D | +12.7% | -1.0% | +13.7% | +12.8% |
| 3M | -11.9% | +5.5% | -17.4% | -13.7% |
| 6M | +153.8% | +11.8% | +142.0% | +142.5% |
| YTD | +177.0% | -13.0% | +190.0% | +177.4% |
| 1Y | +252.3% | -2.1% | +254.5% | +237.5% |
| All | +321.2% | +675.5% | -354.3% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling