-62.8%
CAVA vs MULL
+2,366.2%
-2,428.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.3% | +4.9% | -3.5% |
| 7D | -12.4% | +3.6% | -16.0% | -12.9% |
| 30D | -11.2% | +22.0% | -33.2% | -13.3% |
| 3M | -33.8% | -8.6% | -25.2% | -36.6% |
| 6M | -32.5% | +248.5% | -281.0% | -50.9% |
| YTD | -8.0% | +516.3% | -524.3% | -41.7% |
| 1Y | -17.1% | +2,036.6% | -2,053.8% | -61.7% |
| All | -62.8% | +2,366.2% | -2,428.9% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling