+25.2%
CVNA vs MTCH
+27.4%
-2.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.4% | +4.4% | +6.7% |
| 7D | +31.3% | -4.4% | +35.7% | +33.8% |
| 30D | +21.7% | -0.3% | +22.0% | +21.2% |
| 3M | +14.0% | -2.0% | +16.0% | +14.0% |
| 6M | +3.0% | +6.4% | -3.4% | -1.3% |
| YTD | -8.1% | +27.3% | -35.5% | -19.7% |
| 1Y | +25.2% | +30.3% | -5.2% | +5.9% |
| All | +25.2% | +27.4% | -2.2% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling