+683.0%
CVNA vs MPC
+177.6%
+505.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +0.7% | +5.4% | -4.7% | -1.0% |
| 30D | +7.4% | +31.0% | -23.6% | -2.5% |
| 3M | +12.7% | +46.0% | -33.3% | -2.5% |
| 6M | +17.9% | +77.3% | -59.4% | -8.1% |
| YTD | -11.6% | +141.9% | -153.5% | -42.2% |
| 1Y | +0.8% | +120.9% | -120.2% | -31.4% |
| All | +683.0% | +177.6% | +505.4% | +301.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling