+2,510.7%
CVNA vs MDB
+1,032.9%
+1,477.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.3% | -8.6% | -6.5% |
| 7D | -4.3% | -2.8% | -1.5% | -3.2% |
| 30D | -2.4% | -14.9% | +12.5% | +3.8% |
| 3M | +4.5% | +7.3% | -2.8% | -2.8% |
| 6M | +10.2% | +38.2% | -27.9% | -14.4% |
| YTD | -16.7% | -10.9% | -5.8% | -21.0% |
| 1Y | -3.8% | +11.6% | -15.4% | -20.8% |
| 3Y | +648.3% | -0.9% | +649.2% | +447.3% |
| 5Y | +6.6% | -23.5% | +30.1% | -20.2% |
| All | +2,510.7% | +1,032.9% | +1,477.8% | +730.0% |
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