+278.0%
MRVL vs CVNA
+5.9%
+272.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.8% | -2.7% |
| 7D | +8.7% | -4.3% | +13.0% | +9.5% |
| 30D | +6.9% | -2.4% | +9.3% | +7.3% |
| 3M | -10.1% | +4.5% | -14.6% | -11.3% |
| 6M | +143.4% | +10.2% | +133.2% | +136.7% |
| YTD | +167.5% | -16.7% | +184.2% | +170.3% |
| 1Y | +239.0% | -3.8% | +242.7% | +231.1% |
| 3Y | +311.0% | +648.3% | -337.3% | +177.8% |
| 5Y | +278.0% | +6.6% | +271.4% | +263.6% |
| All | +278.0% | +5.9% | +272.1% | +263.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling