+3,189.2%
CVNA vs MMM
+57.6%
+3,131.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.6% |
| 7D | +2.4% | +7.0% | -4.5% | -3.2% |
| 30D | +14.6% | +18.4% | -3.8% | -0.7% |
| 3M | -1.5% | +4.5% | -6.0% | -5.5% |
| 6M | -6.3% | +33.4% | -39.7% | -27.6% |
| YTD | -13.5% | +20.0% | -33.4% | -27.5% |
| 1Y | +13.3% | +15.0% | -1.7% | -1.7% |
| 3Y | +1,150.8% | +165.0% | +985.8% | +398.0% |
| 5Y | +27.1% | +47.9% | -20.8% | -14.3% |
| All | +3,189.2% | +57.6% | +3,131.6% | +1,960.1% |
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