+25.2%
CVNA vs MULL
+444.9%
-419.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -13.8% | +22.6% | +9.2% |
| 7D | +31.3% | -35.9% | +67.3% | +33.1% |
| 30D | +21.7% | -47.3% | +69.1% | +24.1% |
| 3M | +14.0% | -30.6% | +44.6% | +14.8% |
| 6M | +3.0% | +13.7% | -10.7% | -4.0% |
| YTD | -8.1% | +272.1% | -280.2% | -25.5% |
| 1Y | +25.2% | +475.1% | -449.9% | -7.5% |
| All | +25.2% | +444.9% | -419.7% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling