+1,481.1%
MRVL vs CVNA
+2,662.6%
-1,181.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.6% | +5.5% | +6.8% |
| 7D | +3.2% | +0.7% | +2.5% | +3.1% |
| 30D | +5.9% | +7.4% | -1.4% | +4.6% |
| 3M | -29.3% | +12.7% | -42.0% | -31.1% |
| 6M | +186.5% | +17.9% | +168.6% | +174.7% |
| YTD | +163.4% | -11.6% | +175.1% | +163.7% |
| 1Y | +249.5% | +0.8% | +248.7% | +238.7% |
| 3Y | +289.4% | +633.4% | -344.1% | +157.3% |
| 5Y | +270.2% | +13.5% | +256.8% | +157.4% |
| All | +1,481.1% | +2,662.6% | -1,181.5% | +603.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling