+3,709.1%
MU vs CVNA
+2,618.9%
+1,090.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.5% | +3.0% |
| 7D | +7.5% | -1.0% | +8.5% | +7.6% |
| 30D | +19.4% | -1.0% | +20.4% | +19.4% |
| 3M | +9.8% | +5.5% | +4.4% | +8.3% |
| 6M | +164.1% | +11.8% | +152.3% | +157.4% |
| YTD | +260.3% | -13.0% | +273.3% | +261.1% |
| 1Y | +661.2% | -2.1% | +663.3% | +647.5% |
| 3Y | +1,380.8% | +681.6% | +699.2% | +963.4% |
| 5Y | +1,346.4% | +11.6% | +1,334.7% | +1,057.0% |
| All | +3,709.1% | +2,618.9% | +1,090.2% | +1,584.2% |
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