+48.8%
CAVA vs MTB
+114.2%
-65.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.3% |
| 7D | -8.0% | 0.0% | -8.0% | -8.0% |
| 30D | -19.6% | -4.8% | -14.8% | -17.4% |
| 3M | -36.7% | +6.0% | -42.6% | -39.1% |
| 6M | -30.6% | +19.6% | -50.2% | -37.8% |
| YTD | -4.8% | +21.5% | -26.3% | -15.1% |
| 1Y | -13.1% | +24.7% | -37.8% | -23.8% |
| 3Y | +48.8% | +108.6% | -59.8% | +6.6% |
| All | +48.8% | +114.2% | -65.4% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling