+3,214.0%
CVNA vs MPC
+864.1%
+2,349.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.5% |
| 7D | +7.7% | -16.2% | +23.9% | +15.0% |
| 30D | +17.2% | -15.7% | +32.9% | +24.0% |
| 3M | +7.7% | +24.9% | -17.2% | -4.2% |
| 6M | -5.5% | +52.7% | -58.2% | -23.9% |
| YTD | -12.8% | +131.9% | -144.7% | -43.0% |
| 1Y | +26.8% | +96.6% | -69.9% | -10.9% |
| 3Y | +1,007.0% | +163.8% | +843.2% | +566.6% |
| 5Y | +23.5% | +533.1% | -509.6% | -51.3% |
| All | +3,214.0% | +864.1% | +2,349.9% | +1,073.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling