+3,265.8%
CVNA vs MPC
+928.8%
+2,336.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.8% |
| 7D | +3.5% | +3.9% | -0.3% | +1.9% |
| 30D | +5.5% | +33.8% | -28.3% | -7.1% |
| 3M | +7.6% | +49.9% | -42.3% | -10.5% |
| 6M | +17.6% | +80.9% | -63.3% | -11.5% |
| YTD | -11.5% | +147.4% | -158.9% | -42.6% |
| 1Y | +0.4% | +123.2% | -122.8% | -32.2% |
| 3Y | +695.6% | +171.7% | +523.8% | +381.6% |
| 5Y | +13.6% | +678.6% | -665.0% | -58.6% |
| All | +3,265.8% | +928.8% | +2,336.9% | +1,081.6% |
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