+3,265.8%
CVNA vs MDY
+142.0%
+3,123.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +1.5% |
| 7D | +3.5% | +1.0% | +2.5% | +1.4% |
| 30D | +5.5% | -3.1% | +8.6% | +12.1% |
| 3M | +7.6% | +1.8% | +5.8% | +4.0% |
| 6M | +17.6% | +10.8% | +6.8% | -3.0% |
| YTD | -11.5% | +14.4% | -25.9% | -31.5% |
| 1Y | +0.4% | +15.2% | -14.8% | -23.2% |
| 3Y | +695.6% | +51.2% | +644.4% | +293.1% |
| 5Y | +13.6% | +47.2% | -33.7% | -25.1% |
| All | +3,265.8% | +142.0% | +3,123.8% | +1,073.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling