+28.0%
MARA vs CAVA
+33.0%
-5.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.5% | +1.3% | +3.3% |
| 7D | +5.9% | -8.0% | +14.0% | +9.8% |
| 30D | +24.3% | -19.6% | +43.8% | +36.3% |
| 3M | -12.0% | -36.7% | +24.7% | +5.5% |
| 6M | +40.1% | -30.6% | +70.7% | +59.1% |
| YTD | +33.4% | -4.8% | +38.2% | +27.4% |
| 1Y | -23.7% | -13.1% | -10.6% | -24.8% |
| 3Y | +19.0% | +48.8% | -29.8% | -6.4% |
| All | +28.0% | +33.0% | -5.1% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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