+3,259.9%
CVNA vs MLM
+147.3%
+3,112.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +0.6% |
| 7D | +0.7% | -2.9% | +3.7% | +3.3% |
| 30D | +7.4% | -6.8% | +14.2% | +14.2% |
| 3M | +12.7% | -11.2% | +23.9% | +24.5% |
| 6M | +17.9% | -21.8% | +39.8% | +45.3% |
| YTD | -11.6% | -17.0% | +5.3% | +2.4% |
| 1Y | +0.8% | -16.4% | +17.1% | +15.4% |
| 3Y | +633.4% | +14.5% | +619.0% | +529.1% |
| 5Y | +13.5% | +41.7% | -28.3% | -12.9% |
| All | +3,259.9% | +147.3% | +3,112.6% | +1,483.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling