+128.9%
MCD vs CVNA
+2,662.6%
-2,533.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -2.8% | +0.7% | -3.6% | -2.9% |
| 30D | -6.0% | +7.4% | -13.4% | -6.3% |
| 3M | -5.6% | +12.7% | -18.3% | -6.2% |
| 6M | -21.9% | +17.9% | -39.8% | -22.6% |
| YTD | -14.7% | -11.6% | -3.1% | -14.7% |
| 1Y | -17.3% | +0.8% | -18.0% | -17.9% |
| 3Y | -2.2% | +633.4% | -635.6% | -13.1% |
| 5Y | +20.3% | +13.5% | +6.8% | +15.4% |
| All | +128.9% | +2,662.6% | -2,533.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling