+0.8%
CVNA vs MET
+24.0%
-23.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.2% |
| 7D | +0.7% | +1.2% | -0.4% | +0.2% |
| 30D | +7.4% | +1.4% | +5.9% | +6.5% |
| 3M | +12.7% | +17.7% | -5.0% | +3.7% |
| 6M | +17.9% | +35.0% | -17.1% | -0.9% |
| YTD | -11.6% | +26.3% | -37.9% | -23.8% |
| 1Y | +0.8% | +22.8% | -22.1% | -12.4% |
| All | +0.8% | +24.0% | -23.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 1y: compounded portfolio wealth divided by compounded MET 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…
1y analysis · Full analysis span regression · 6 months rolling