+37.4%
CAVA vs MLM
+22.7%
+14.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -1.5% | +1.4% | -2.9% | -2.5% |
| 30D | -3.7% | -6.5% | +2.9% | +0.6% |
| 3M | -18.3% | -7.4% | -10.9% | -15.2% |
| 6M | -23.5% | -15.8% | -7.7% | -15.3% |
| YTD | +2.5% | -17.4% | +19.9% | +12.2% |
| 1Y | -8.0% | -17.9% | +9.9% | +1.0% |
| 3Y | +53.5% | +18.9% | +34.6% | +19.4% |
| All | +37.4% | +22.7% | +14.7% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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