+48.8%
CAVA vs MTUM
+114.7%
-66.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +2.2% |
| 7D | -8.0% | +0.7% | -8.7% | -8.7% |
| 30D | -19.6% | -2.4% | -17.1% | -17.6% |
| 3M | -36.7% | -3.6% | -33.0% | -36.2% |
| 6M | -30.6% | +23.7% | -54.2% | -51.4% |
| YTD | -4.8% | +22.9% | -27.7% | -32.8% |
| 1Y | -13.1% | +21.8% | -34.9% | -37.9% |
| 3Y | +48.8% | +114.4% | -65.7% | -50.6% |
| All | +48.8% | +114.7% | -66.0% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling