+38.8%
CAVA vs MLM
+23.4%
+15.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.2% |
| 7D | -9.2% | -2.9% | -6.3% | -7.4% |
| 30D | -8.2% | -6.8% | -1.4% | -3.8% |
| 3M | -15.3% | -11.2% | -4.1% | -9.5% |
| 6M | -23.6% | -21.8% | -1.8% | -10.7% |
| YTD | +3.5% | -17.0% | +20.5% | +12.9% |
| 1Y | -7.9% | -16.4% | +8.5% | -0.4% |
| 3Y | +38.7% | +14.5% | +24.2% | +13.6% |
| All | +38.8% | +23.4% | +15.4% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling