+23.3%
CAVA vs MKC
-39.2%
+62.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.3% |
| 7D | -12.4% | -2.8% | -9.6% | -12.1% |
| 30D | -11.2% | -3.4% | -7.8% | -10.7% |
| 3M | -33.8% | +3.8% | -37.6% | -34.0% |
| 6M | -32.5% | -17.9% | -14.6% | -31.5% |
| YTD | -8.0% | -23.6% | +15.6% | -6.3% |
| 1Y | -17.1% | -23.1% | +6.0% | -15.7% |
| 3Y | +37.8% | -31.5% | +69.3% | +39.1% |
| All | +23.3% | -39.2% | +62.6% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling