+27.6%
CAVA vs MXL
+151.2%
-123.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.1% | +2.5% |
| 7D | -8.0% | +18.9% | -26.9% | -10.2% |
| 30D | -19.6% | +0.3% | -19.9% | -19.9% |
| 3M | -36.7% | -8.0% | -28.6% | -38.1% |
| 6M | -30.6% | +341.2% | -371.8% | -52.7% |
| YTD | -4.8% | +327.8% | -332.6% | -35.0% |
| 1Y | -13.1% | +364.9% | -378.0% | -42.3% |
| 3Y | +48.8% | +229.2% | -180.5% | -6.2% |
| All | +27.6% | +151.2% | -123.5% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling