+580.6%
CVNA vs MTUM
+114.7%
+465.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -3.3% |
| 7D | -7.3% | +0.7% | -8.0% | -8.2% |
| 30D | -4.6% | -2.4% | -2.1% | -1.7% |
| 3M | +2.0% | -3.6% | +5.6% | +2.8% |
| 6M | +11.7% | +23.7% | -11.9% | -30.1% |
| YTD | -18.1% | +22.9% | -41.0% | -48.3% |
| 1Y | -2.4% | +21.8% | -24.1% | -36.4% |
| 3Y | +580.6% | +114.4% | +466.1% | +47.1% |
| All | +580.6% | +114.7% | +465.8% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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