+22.7%
MCD vs CVNA
+25.1%
-2.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | +7.1% | +7.7% | -0.6% | +7.0% |
| 30D | +19.8% | +17.2% | +2.5% | +19.5% |
| 3M | +0.8% | +7.7% | -6.8% | +0.7% |
| 6M | -1.3% | -5.5% | +4.2% | -1.4% |
| YTD | -7.8% | -12.8% | +5.1% | -7.8% |
| 1Y | -5.0% | +26.8% | -31.7% | -5.4% |
| 3Y | +10.5% | +1,007.0% | -996.4% | +5.9% |
| All | +22.7% | +25.1% | -2.3% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling