+2,531.5%
CVNA vs MDB
+929.6%
+1,601.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | -1.7% | +11.6% | -13.3% | -7.0% |
| 30D | +17.3% | -8.9% | +26.2% | +21.0% |
| 3M | -2.3% | -22.4% | +20.1% | +5.9% |
| 6M | -3.9% | +10.1% | -14.0% | -17.4% |
| YTD | -16.1% | -19.0% | +3.0% | -18.8% |
| 1Y | +7.9% | -7.0% | +14.9% | -4.9% |
| 3Y | +1,113.4% | -9.8% | +1,123.3% | +814.4% |
| 5Y | +20.3% | -40.1% | +60.4% | -0.8% |
| All | +2,531.5% | +929.6% | +1,601.9% | +753.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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