+3,091.0%
CVNA vs MPC
+967.8%
+2,123.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -5.1% |
| 7D | -1.7% | +9.4% | -11.1% | -5.3% |
| 30D | +17.3% | -13.4% | +30.7% | +23.0% |
| 3M | -2.3% | +18.9% | -21.1% | -10.9% |
| 6M | -3.9% | +64.9% | -68.8% | -24.8% |
| YTD | -16.1% | +156.8% | -172.9% | -47.3% |
| 1Y | +7.9% | +113.2% | -105.3% | -26.5% |
| 3Y | +1,113.4% | +201.8% | +911.6% | +591.7% |
| 5Y | +20.3% | +601.4% | -581.1% | -54.5% |
| All | +3,091.0% | +967.8% | +2,123.2% | +984.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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