+265.1%
MU vs CVNA
+20.1%
+245.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +8.8% | -15.8% | -7.9% |
| 7D | -19.1% | +31.3% | -50.5% | -22.2% |
| 30D | -25.2% | +21.7% | -47.0% | -27.2% |
| 3M | -10.9% | +14.0% | -24.9% | -12.6% |
| 6M | +38.0% | +3.0% | +35.0% | +36.6% |
| YTD | +178.8% | -8.1% | +186.9% | +171.0% |
| 1Y | +265.1% | +25.2% | +240.0% | +195.0% |
| All | +265.1% | +20.1% | +245.0% | +195.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling