+6.1%
CVNA vs MTCH
-73.3%
+79.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.8% |
| 7D | -7.3% | +1.3% | -8.5% | -8.4% |
| 30D | -4.6% | +15.9% | -20.5% | -16.7% |
| 3M | +2.0% | +23.3% | -21.3% | -17.1% |
| 6M | +11.7% | +40.1% | -28.4% | -19.9% |
| YTD | -18.1% | +33.6% | -51.6% | -39.2% |
| 1Y | -2.4% | +14.1% | -16.5% | -16.8% |
| 3Y | +580.6% | +1.4% | +579.2% | +489.4% |
| All | +6.1% | -73.3% | +79.3% | +204.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling