+229.7%
MRK vs CVNA
+2,618.9%
-2,389.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.6% |
| 7D | -2.7% | -1.0% | -1.7% | -2.7% |
| 30D | +12.7% | -1.0% | +13.7% | +12.7% |
| 3M | +24.2% | +5.5% | +18.8% | +24.1% |
| 6M | +27.8% | +11.8% | +16.0% | +27.5% |
| YTD | +42.2% | -13.0% | +55.2% | +42.2% |
| 1Y | +80.2% | -2.1% | +82.3% | +79.8% |
| 3Y | +48.4% | +681.6% | -633.2% | +41.8% |
| 5Y | +133.6% | +11.6% | +122.0% | +135.8% |
| All | +229.7% | +2,618.9% | -2,389.2% | +183.4% |
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