+129.0%
MCD vs CVNA
+2,667.4%
-2,538.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -2.0% | +3.5% | -5.5% | -2.2% |
| 30D | -6.1% | +5.5% | -11.6% | -6.4% |
| 3M | -7.3% | +7.6% | -14.8% | -7.7% |
| 6M | -20.9% | +17.6% | -38.5% | -21.7% |
| YTD | -14.7% | -11.5% | -3.2% | -14.7% |
| 1Y | -16.1% | +0.4% | -16.5% | -16.8% |
| 3Y | -1.5% | +695.6% | -697.1% | -12.8% |
| 5Y | +20.4% | +13.6% | +6.9% | +15.5% |
| All | +129.0% | +2,667.4% | -2,538.4% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 10y: compounded portfolio wealth divided by compounded CVNA 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…
10y analysis · Full analysis span regression · 6 months rolling