-61.5%
CAVA vs MULL
+2,337.2%
-2,398.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.6% |
| 7D | -8.0% | -8.4% | +0.4% | -7.2% |
| 30D | -19.6% | +9.7% | -29.3% | -20.7% |
| 3M | -36.7% | -26.8% | -9.9% | -37.6% |
| 6M | -30.6% | +220.7% | -251.3% | -48.8% |
| YTD | -4.8% | +509.0% | -513.8% | -39.6% |
| 1Y | -13.1% | +1,739.5% | -1,752.6% | -58.4% |
| All | -61.5% | +2,337.2% | -2,398.6% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 5y: compounded portfolio wealth divided by compounded MULL 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…
5y analysis · Full analysis span regression · 6 months rolling