+2,670.8%
CVNA vs MDB
+1,017.4%
+1,653.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +3.7% |
| 7D | +0.7% | -17.4% | +18.2% | +10.0% |
| 30D | +7.4% | -2.0% | +9.4% | +6.1% |
| 3M | +12.7% | -3.0% | +15.7% | +10.4% |
| 6M | +17.9% | +48.7% | -30.8% | -11.9% |
| YTD | -11.6% | -12.1% | +0.5% | -15.4% |
| 1Y | +0.8% | +14.5% | -13.7% | -18.2% |
| 3Y | +633.4% | -6.1% | +639.6% | +455.0% |
| 5Y | +13.5% | -27.3% | +40.8% | -12.8% |
| All | +2,670.8% | +1,017.4% | +1,653.4% | +789.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling