+3,206.8%
CVNA vs MXL
+149.9%
+3,056.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.5% | -9.3% | -4.5% |
| 7D | -1.0% | +19.0% | -20.0% | -7.4% |
| 30D | -1.0% | +4.5% | -5.5% | -4.0% |
| 3M | +5.5% | -1.5% | +7.0% | -5.6% |
| 6M | +11.8% | +348.6% | -336.8% | -61.2% |
| YTD | -13.0% | +310.3% | -323.3% | -69.1% |
| 1Y | -2.1% | +344.7% | -346.8% | -67.4% |
| 3Y | +681.6% | +211.2% | +470.4% | +131.6% |
| 5Y | +11.6% | +34.8% | -23.2% | -42.8% |
| All | +3,206.8% | +149.9% | +3,056.9% | +683.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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