+3,015.3%
CVNA vs MDY
+139.1%
+2,876.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -3.2% |
| 7D | -7.3% | -1.9% | -5.4% | -3.8% |
| 30D | -4.6% | -4.6% | +0.1% | +4.6% |
| 3M | +2.0% | -1.2% | +3.2% | +4.8% |
| 6M | +11.7% | +9.2% | +2.5% | -5.3% |
| YTD | -18.1% | +13.1% | -31.1% | -35.1% |
| 1Y | -2.4% | +13.0% | -15.4% | -22.2% |
| 3Y | +580.6% | +49.2% | +531.4% | +245.0% |
| 5Y | +4.9% | +47.2% | -42.4% | -30.4% |
| All | +3,015.3% | +139.1% | +2,876.2% | +1,012.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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