+3,015.3%
CVNA vs MCK
+583.1%
+2,432.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -7.3% | -2.9% | -4.4% | -6.6% |
| 30D | -4.6% | +0.4% | -5.0% | -4.7% |
| 3M | +2.0% | +12.1% | -10.1% | -1.3% |
| 6M | +11.7% | -5.4% | +17.2% | +12.9% |
| YTD | -18.1% | +7.8% | -25.8% | -20.5% |
| 1Y | -2.4% | +22.9% | -25.3% | -9.5% |
| 3Y | +580.6% | +110.7% | +469.8% | +396.5% |
| 5Y | +4.9% | +346.2% | -341.3% | -50.4% |
| All | +3,015.3% | +583.1% | +2,432.2% | +976.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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