+3,065.8%
CVNA vs MTCH
+142.3%
+2,923.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.9% |
| 7D | -4.3% | -1.4% | -2.9% | -3.4% |
| 30D | -2.4% | +13.6% | -16.0% | -10.9% |
| 3M | +4.5% | +22.4% | -17.9% | -10.3% |
| 6M | +10.2% | +37.2% | -26.9% | -12.9% |
| YTD | -16.7% | +31.8% | -48.5% | -32.7% |
| 1Y | -3.8% | +12.9% | -16.7% | -13.8% |
| 3Y | +648.3% | -1.1% | +649.4% | +593.0% |
| 5Y | +6.6% | -73.5% | +80.1% | +135.9% |
| All | +3,065.8% | +142.3% | +2,923.5% | +2,313.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling