+3,206.8%
CVNA vs MKC
+23.5%
+3,183.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.4% |
| 7D | -1.0% | -4.3% | +3.3% | +0.7% |
| 30D | -1.0% | -3.1% | +2.1% | +0.1% |
| 3M | +5.5% | +6.8% | -1.4% | +2.0% |
| 6M | +11.8% | -18.3% | +30.2% | +20.6% |
| YTD | -13.0% | -23.1% | +10.0% | -4.7% |
| 1Y | -2.1% | -23.7% | +21.6% | +6.7% |
| 3Y | +681.6% | -31.0% | +712.6% | +774.7% |
| 5Y | +11.6% | -33.5% | +45.2% | +23.7% |
| All | +3,206.8% | +23.5% | +3,183.2% | +3,140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling