+3,189.2%
CVNA vs MLM
+153.8%
+3,035.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.8% |
| 7D | +2.4% | -2.9% | +5.3% | +5.3% |
| 30D | +14.6% | +10.4% | +4.2% | +5.8% |
| 3M | -1.5% | -3.7% | +2.2% | +2.0% |
| 6M | -6.3% | -10.3% | +3.9% | +2.6% |
| YTD | -13.5% | -14.8% | +1.3% | -1.8% |
| 1Y | +13.3% | -13.9% | +27.2% | +27.3% |
| 3Y | +1,150.8% | +18.4% | +1,132.4% | +948.9% |
| 5Y | +27.1% | +31.8% | -4.7% | +2.3% |
| All | +3,189.2% | +153.8% | +3,035.4% | +1,418.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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