+3,159.9%
CVNA vs MMM
+53.5%
+3,106.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +3.0% |
| 7D | -1.6% | -0.4% | -1.2% | -1.3% |
| 30D | +24.9% | +12.1% | +12.7% | +13.4% |
| 3M | -1.8% | +1.4% | -3.2% | -3.3% |
| 6M | +3.5% | +26.6% | -23.0% | -16.1% |
| YTD | -14.3% | +16.8% | -31.1% | -26.5% |
| 1Y | +13.6% | +10.1% | +3.5% | +2.4% |
| 3Y | +1,163.4% | +158.4% | +1,005.0% | +414.0% |
| 5Y | +22.9% | +43.1% | -20.2% | -14.9% |
| All | +3,159.9% | +53.5% | +3,106.5% | +1,988.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling