+3.0%
MCHP vs CVNA
+4.7%
-1.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +3.8% |
| 7D | 0.0% | -7.3% | +7.3% | +0.9% |
| 30D | -6.0% | -4.6% | -1.5% | -5.7% |
| 3M | -19.7% | +2.0% | -21.7% | -20.2% |
| 6M | +14.0% | +11.7% | +2.3% | +11.8% |
| YTD | +18.4% | -18.1% | +36.5% | +19.6% |
| 1Y | +17.1% | -2.4% | +19.5% | +15.3% |
| 3Y | +0.7% | +580.6% | -579.9% | -21.9% |
| All | +3.0% | +4.7% | -1.7% | +8.2% |
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