-7.9%
CAVA vs MXL
+316.6%
-324.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -1.8% |
| 7D | -9.2% | +1.6% | -10.9% | -9.3% |
| 30D | -8.2% | -7.0% | -1.2% | -7.8% |
| 3M | -15.3% | -33.4% | +18.1% | -14.5% |
| 6M | -23.6% | +260.2% | -283.8% | -44.0% |
| YTD | +3.5% | +260.0% | -256.4% | -24.9% |
| 1Y | -7.9% | +303.5% | -311.4% | -36.4% |
| All | -7.9% | +316.6% | -324.5% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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