+3,015.3%
CVNA vs MDLZ
+73.5%
+2,941.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -7.3% | +1.9% | -9.2% | -8.5% |
| 30D | -4.6% | +0.4% | -5.0% | -4.9% |
| 3M | +2.0% | -0.6% | +2.6% | +1.8% |
| 6M | +11.7% | +14.7% | -3.0% | +0.3% |
| YTD | -18.1% | +18.0% | -36.0% | -28.7% |
| 1Y | -2.4% | +4.1% | -6.5% | -7.7% |
| 3Y | +580.6% | -4.6% | +585.2% | +544.6% |
| 5Y | +4.9% | +18.4% | -13.5% | -20.6% |
| All | +3,015.3% | +73.5% | +2,941.9% | +1,589.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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