+3,206.8%
CVNA vs MDLZ
+73.4%
+3,133.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -2.6% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -1.0% | +1.4% | -2.5% | -2.0% |
| 3M | +5.5% | 0.0% | +5.4% | +4.7% |
| 6M | +11.8% | +9.1% | +2.7% | +4.0% |
| YTD | -13.0% | +17.9% | -31.0% | -24.3% |
| 1Y | -2.1% | +3.2% | -5.3% | -6.8% |
| 3Y | +681.6% | -2.5% | +684.1% | +625.1% |
| 5Y | +11.6% | +17.6% | -6.0% | -14.9% |
| All | +3,206.8% | +73.4% | +3,133.4% | +1,693.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling