+3,015.3%
CVNA vs MTB
+101.6%
+2,913.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | -7.3% | 0.0% | -7.3% | -7.3% |
| 30D | -4.6% | -4.8% | +0.2% | -1.7% |
| 3M | +2.0% | +6.0% | -4.0% | -2.4% |
| 6M | +11.7% | +19.6% | -7.9% | -1.4% |
| YTD | -18.1% | +21.5% | -39.5% | -28.4% |
| 1Y | -2.4% | +24.7% | -27.1% | -16.3% |
| 3Y | +580.6% | +108.6% | +472.0% | +327.6% |
| 5Y | +4.9% | +106.7% | -101.8% | -26.7% |
| All | +3,015.3% | +101.6% | +2,913.7% | +2,228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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