+22.1%
MARA vs CAVA
+28.6%
-6.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -2.1% |
| 7D | -1.5% | -12.4% | +11.0% | +4.4% |
| 30D | +18.1% | -11.2% | +29.3% | +23.1% |
| 3M | -9.4% | -33.8% | +24.4% | +6.1% |
| 6M | +33.4% | -32.5% | +65.9% | +53.2% |
| YTD | +27.3% | -8.0% | +35.3% | +23.4% |
| 1Y | -27.9% | -17.1% | -10.8% | -27.4% |
| 3Y | +4.8% | +37.8% | -33.1% | -15.3% |
| All | +22.1% | +28.6% | -6.5% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling