+695.6%
CVNA vs MMM
+105.1%
+590.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.7% |
| 7D | +3.5% | -1.6% | +5.1% | +4.8% |
| 30D | +5.5% | -8.0% | +13.5% | +12.4% |
| 3M | +7.6% | +9.4% | -1.8% | +0.3% |
| 6M | +17.6% | +10.2% | +7.4% | +8.8% |
| YTD | -11.5% | +6.1% | -17.6% | -16.6% |
| 1Y | +0.4% | +10.8% | -10.4% | -9.8% |
| 3Y | +695.6% | +104.8% | +590.8% | +362.2% |
| All | +695.6% | +105.1% | +590.5% | +362.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 3y: compounded portfolio wealth divided by compounded MMM 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…
3y analysis · Full analysis span regression · 6 months rolling