+3,159.9%
CVNA vs MDT
+59.5%
+3,100.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +0.5% |
| 7D | -1.6% | +1.0% | -2.7% | -2.5% |
| 30D | +24.9% | +9.2% | +15.7% | +15.5% |
| 3M | -1.8% | +14.5% | -16.3% | -14.0% |
| 6M | +3.5% | +37.3% | -33.8% | -25.0% |
| YTD | -14.3% | +9.8% | -24.1% | -23.2% |
| 1Y | +13.6% | +10.5% | +3.1% | +0.8% |
| 3Y | +1,163.4% | +57.4% | +1,106.0% | +643.4% |
| 5Y | +22.9% | +1.2% | +21.7% | +16.5% |
| All | +3,159.9% | +59.5% | +3,100.4% | +2,355.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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