+27.6%
CAVA vs MKC
-39.0%
+66.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | -8.0% | -1.5% | -6.6% | -7.8% |
| 30D | -19.6% | -3.1% | -16.4% | -19.2% |
| 3M | -36.7% | +5.2% | -41.9% | -37.0% |
| 6M | -30.6% | -12.8% | -17.8% | -30.0% |
| YTD | -4.8% | -23.3% | +18.5% | -3.1% |
| 1Y | -13.1% | -24.1% | +11.0% | -11.5% |
| 3Y | +48.8% | -32.1% | +80.9% | +50.0% |
| All | +27.6% | -39.0% | +66.6% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 5y: compounded portfolio wealth divided by compounded MKC 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…
5y analysis · Full analysis span regression · 6 months rolling