+221.7%
MRK vs CVNA
+2,461.5%
-2,239.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -4.3% | -7.3% | +3.0% | -4.2% |
| 30D | +8.3% | -4.6% | +12.9% | +8.3% |
| 3M | +20.0% | +2.0% | +18.1% | +19.9% |
| 6M | +25.7% | +11.7% | +13.9% | +25.4% |
| YTD | +38.7% | -18.1% | +56.8% | +38.9% |
| 1Y | +74.7% | -2.4% | +77.1% | +74.3% |
| 3Y | +45.4% | +580.6% | -535.2% | +39.2% |
| 5Y | +129.0% | +4.9% | +124.2% | +131.4% |
| All | +221.7% | +2,461.5% | -2,239.8% | +176.7% |
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 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