+1,341.2%
MU vs CVNA
+686.9%
+654.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +7.2% | +3.5% | +3.6% | +6.4% |
| 30D | +14.0% | +5.5% | +8.5% | +12.4% |
| 3M | +5.4% | +7.6% | -2.2% | +2.7% |
| 6M | +170.3% | +17.6% | +152.7% | +156.4% |
| YTD | +250.7% | -11.5% | +262.1% | +249.6% |
| 1Y | +662.1% | +0.4% | +661.7% | +632.2% |
| 3Y | +1,341.2% | +695.6% | +645.6% | +886.7% |
| All | +1,341.2% | +686.9% | +654.3% | +886.7% |
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