+130.9%
MCHP vs CVNA
+2,618.9%
-2,488.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.2% |
| 7D | +0.3% | -1.0% | +1.4% | +0.5% |
| 30D | -9.8% | -1.0% | -8.7% | -9.8% |
| 3M | -19.7% | +5.5% | -25.2% | -20.7% |
| 6M | +13.6% | +11.8% | +1.7% | +10.7% |
| YTD | +16.5% | -13.0% | +29.6% | +16.9% |
| 1Y | +15.7% | -2.1% | +17.8% | +13.3% |
| 3Y | 0.0% | +681.6% | -681.7% | -31.2% |
| 5Y | +4.4% | +11.6% | -7.2% | -18.5% |
| All | +130.9% | +2,618.9% | -2,488.0% | +1.7% |
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