+2,587.8%
MU vs CVNA
+2,604.4%
-16.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.2% | -0.5% |
| 7D | -15.2% | +2.4% | -17.6% | -15.4% |
| 30D | -29.5% | +14.6% | -44.1% | -31.0% |
| 3M | -15.8% | -1.5% | -14.2% | -16.1% |
| 6M | -2.9% | -6.3% | +3.4% | -3.2% |
| YTD | +154.2% | -13.5% | +167.7% | +153.9% |
| 1Y | +186.6% | +13.3% | +173.3% | +175.7% |
| 3Y | +871.5% | +1,150.8% | -279.3% | +561.2% |
| 5Y | +911.7% | +27.1% | +884.6% | +687.0% |
| All | +2,587.8% | +2,604.4% | -16.6% | +1,084.3% |
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