+195.7%
MRVL vs CVNA
+1,152.5%
-956.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.8% | -5.1% |
| 7D | +11.0% | -1.6% | +12.7% | +11.4% |
| 30D | -36.1% | +24.9% | -61.0% | -39.7% |
| 3M | -29.4% | -1.8% | -27.6% | -29.8% |
| 6M | -11.9% | +3.5% | -15.4% | -14.7% |
| YTD | +84.8% | -14.3% | +99.0% | +84.2% |
| 1Y | +79.4% | +13.6% | +65.8% | +65.4% |
| 3Y | +195.7% | +1,163.4% | -967.7% | +76.5% |
| All | +195.7% | +1,152.5% | -956.8% | +76.5% |
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