+152.6%
MCD vs CVNA
+2,604.4%
-2,451.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.4% |
| 7D | +7.3% | +2.4% | +4.8% | +7.2% |
| 30D | +20.0% | +14.6% | +5.4% | +19.2% |
| 3M | +3.8% | -1.5% | +5.4% | +3.7% |
| 6M | +3.8% | -6.3% | +10.1% | +3.7% |
| YTD | -5.9% | -13.5% | +7.6% | -5.9% |
| 1Y | -3.2% | +13.3% | -16.5% | -4.4% |
| 3Y | +13.3% | +1,150.8% | -1,137.5% | -1.6% |
| 5Y | +25.2% | +27.1% | -1.9% | +18.6% |
| All | +152.6% | +2,604.4% | -2,451.9% | +80.3% |
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