+19.1%
CAVA vs MTUM
+1.2%
+17.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.2% | +5.1% | -0.5% |
| 7D | +1.4% | -16.1% | +17.4% | +7.4% |
| 30D | +14.0% | -22.8% | +36.8% | +24.9% |
| 3M | -9.3% | -19.1% | +9.7% | -2.7% |
| 6M | -33.6% | -13.7% | -19.9% | -35.2% |
| YTD | +2.2% | +0.4% | +1.8% | -15.2% |
| 1Y | +19.1% | +0.8% | +18.4% | -2.3% |
| All | +19.1% | +1.2% | +17.9% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling