+906.2%
MU vs CVNA
+1,008.4%
-102.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.7% | +2.6% | +5.5% |
| 7D | -12.0% | +5.9% | -18.0% | -13.0% |
| 30D | -28.7% | +19.7% | -48.4% | -31.7% |
| 3M | -16.4% | +7.6% | -24.1% | -18.4% |
| 6M | -1.8% | -2.2% | +0.4% | -3.1% |
| YTD | +157.1% | -9.6% | +166.7% | +153.8% |
| 1Y | +208.5% | +25.4% | +183.1% | +181.2% |
| 3Y | +906.2% | +1,152.6% | -246.5% | +546.1% |
| All | +906.2% | +1,008.4% | -102.3% | +546.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling