+3,667.7%
MU vs CVNA
+2,662.6%
+1,005.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +5.9% |
| 7D | +9.0% | +0.7% | +8.2% | +8.9% |
| 30D | +13.8% | +7.4% | +6.5% | +12.5% |
| 3M | +2.1% | +12.7% | -10.6% | -0.2% |
| 6M | +153.8% | +17.9% | +135.9% | +145.5% |
| YTD | +256.4% | -11.6% | +268.0% | +256.4% |
| 1Y | +719.8% | +0.8% | +719.0% | +701.9% |
| 3Y | +1,360.4% | +633.4% | +726.9% | +956.5% |
| 5Y | +1,312.4% | +13.5% | +1,298.9% | +1,027.4% |
| All | +3,667.7% | +2,662.6% | +1,005.1% | +1,562.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling