+3,335.1%
CVNA vs MPC
+908.4%
+2,426.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +1.8% |
| 7D | +5.9% | -9.4% | +15.3% | +9.7% |
| 30D | +19.7% | -14.3% | +34.0% | +25.9% |
| 3M | +7.6% | +31.1% | -23.5% | -6.1% |
| 6M | -2.2% | +60.3% | -62.4% | -22.6% |
| YTD | -9.6% | +142.5% | -152.2% | -41.9% |
| 1Y | +25.4% | +104.6% | -79.1% | -13.2% |
| 3Y | +1,152.6% | +191.7% | +960.9% | +623.2% |
| 5Y | +28.9% | +549.2% | -520.3% | -49.7% |
| All | +3,335.1% | +908.4% | +2,426.7% | +1,094.9% |
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