+3,015.3%
CVNA vs MKC
+23.1%
+2,992.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -7.3% | -1.5% | -5.8% | -6.7% |
| 30D | -4.6% | -3.1% | -1.5% | -3.5% |
| 3M | +2.0% | +5.2% | -3.2% | -0.7% |
| 6M | +11.7% | -12.8% | +24.6% | +17.2% |
| YTD | -18.1% | -23.3% | +5.2% | -10.1% |
| 1Y | -2.4% | -24.1% | +21.7% | +6.8% |
| 3Y | +580.6% | -32.1% | +612.7% | +667.4% |
| 5Y | +4.9% | -32.8% | +37.7% | +15.6% |
| All | +3,015.3% | +23.1% | +2,992.2% | +2,956.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling