+27.6%
CAVA vs MUB
+6.9%
+20.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.0% | +2.8% |
| 7D | -8.0% | -0.8% | -7.2% | -6.9% |
| 30D | -19.6% | -2.4% | -17.2% | -16.8% |
| 3M | -36.7% | -2.8% | -33.8% | -34.1% |
| 6M | -30.6% | -2.2% | -28.4% | -28.2% |
| YTD | -4.8% | -1.6% | -3.2% | -2.1% |
| 1Y | -13.1% | 0.0% | -13.2% | -12.0% |
| 3Y | +48.8% | +7.9% | +40.9% | +33.2% |
| All | +27.6% | +6.9% | +20.8% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling