+48.8%
CAVA vs MTCH
-0.9%
+49.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | -8.0% | +1.3% | -9.3% | -8.3% |
| 30D | -19.6% | +15.9% | -35.4% | -22.5% |
| 3M | -36.7% | +23.3% | -60.0% | -40.4% |
| 6M | -30.6% | +40.1% | -70.7% | -37.0% |
| YTD | -4.8% | +33.6% | -38.4% | -12.6% |
| 1Y | -13.1% | +14.1% | -27.2% | -17.5% |
| 3Y | +48.8% | +1.4% | +47.4% | +54.2% |
| All | +48.8% | -0.9% | +49.7% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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