+2,588.3%
CVNA vs MDB
+912.7%
+1,675.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +3.0% |
| 7D | -1.6% | +6.8% | -8.5% | -4.9% |
| 30D | +24.9% | -6.2% | +31.1% | +26.8% |
| 3M | -1.8% | -29.2% | +27.4% | +11.7% |
| 6M | +3.5% | +10.3% | -6.8% | -11.2% |
| YTD | -14.3% | -20.4% | +6.1% | -16.4% |
| 1Y | +13.6% | -4.8% | +18.4% | -1.2% |
| 3Y | +1,163.4% | -11.6% | +1,175.0% | +861.5% |
| 5Y | +22.9% | -41.0% | +63.9% | +2.1% |
| All | +2,588.3% | +912.7% | +1,675.6% | +778.6% |
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