+661.2%
MU vs CVNA
-1.7%
+662.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.5% | +3.1% |
| 7D | +7.5% | -1.0% | +8.5% | +7.7% |
| 30D | +19.4% | -1.0% | +20.4% | +19.4% |
| 3M | +9.8% | +5.5% | +4.4% | +7.8% |
| 6M | +164.1% | +11.8% | +152.3% | +152.9% |
| YTD | +260.3% | -13.0% | +273.3% | +257.6% |
| 1Y | +661.2% | -2.1% | +663.3% | +605.1% |
| All | +661.2% | -1.7% | +662.9% | +605.1% |
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