-22.5%
CVNA vs MDLN
-7.1%
-15.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -7.3% | -11.1% | +3.8% | -4.3% |
| 30D | -4.6% | -8.4% | +3.8% | -2.2% |
| 3M | +2.0% | -12.4% | +14.4% | +4.4% |
| 6M | +11.7% | -23.3% | +35.0% | +19.8% |
| YTD | -18.1% | -22.5% | +4.5% | -7.1% |
| All | -22.5% | -7.1% | -15.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 3y: compounded portfolio wealth divided by compounded MDLN 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…
3y analysis · Full analysis span regression · 6 months rolling