+143.5%
MCD vs CVNA
+2,580.4%
-2,436.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.7% |
| 7D | -1.6% | -1.6% | 0.0% | -1.6% |
| 30D | +14.1% | +24.9% | -10.7% | +13.1% |
| 3M | +0.6% | -1.8% | +2.4% | +0.5% |
| 6M | 0.0% | +3.5% | -3.5% | -0.4% |
| YTD | -9.3% | -14.3% | +5.0% | -9.3% |
| 1Y | -9.3% | +13.6% | -22.9% | -10.4% |
| 3Y | +8.6% | +1,163.4% | -1,154.8% | -5.7% |
| 5Y | +21.9% | +22.9% | -1.0% | +15.7% |
| All | +143.5% | +2,580.4% | -2,436.9% | +73.8% |
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