-7.9%
CAVA vs MTUM
+26.3%
-34.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.3% |
| 7D | -9.2% | +1.7% | -11.0% | -9.9% |
| 30D | -8.2% | -1.7% | -6.5% | -7.4% |
| 3M | -15.3% | -6.3% | -9.0% | -13.8% |
| 6M | -23.6% | +21.8% | -45.4% | -40.5% |
| YTD | +3.5% | +22.0% | -18.5% | -20.0% |
| 1Y | -7.9% | +25.3% | -33.2% | -26.8% |
| All | -7.9% | +26.3% | -34.2% | -26.8% |
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