+1,605.8%
CVNA vs MGY
+209.8%
+1,396.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -3.9% | -4.2% |
| 7D | -4.3% | +1.8% | -6.1% | -4.8% |
| 30D | -2.4% | +6.5% | -8.9% | -4.5% |
| 3M | +4.5% | +0.3% | +4.2% | +3.4% |
| 6M | +10.2% | -2.4% | +12.6% | +8.8% |
| YTD | -16.7% | +29.0% | -45.7% | -25.5% |
| 1Y | -3.8% | +17.0% | -20.8% | -11.3% |
| 3Y | +648.3% | +26.2% | +622.1% | +568.0% |
| 5Y | +6.6% | +92.3% | -85.8% | -19.4% |
| All | +1,605.8% | +209.8% | +1,396.0% | +987.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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