+3,259.9%
CVNA vs MDT
+44.9%
+3,215.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +0.5% |
| 7D | +0.7% | +3.2% | -2.5% | -2.2% |
| 30D | +7.4% | +9.5% | -2.2% | -1.7% |
| 3M | +12.7% | +16.0% | -3.3% | -3.2% |
| 6M | +17.9% | +0.2% | +17.7% | +16.1% |
| YTD | -11.6% | -0.3% | -11.4% | -13.1% |
| 1Y | +0.8% | +4.7% | -4.0% | -6.4% |
| 3Y | +633.4% | +26.5% | +606.9% | +443.6% |
| 5Y | +13.5% | -18.2% | +31.7% | +30.1% |
| All | +3,259.9% | +44.9% | +3,215.0% | +2,677.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling