+0.5%
MCD vs CAVA
+38.6%
-38.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -1.6% | -1.6% | -0.1% | -1.6% |
| 30D | +14.1% | +12.9% | +1.3% | +13.7% |
| 3M | +0.6% | -19.3% | +19.9% | +1.1% |
| 6M | 0.0% | -19.5% | +19.5% | +0.5% |
| YTD | -9.3% | -0.8% | -8.5% | -9.4% |
| 1Y | -9.3% | +20.8% | -30.1% | -9.9% |
| 3Y | +8.6% | +85.7% | -77.1% | +3.8% |
| All | +0.5% | +38.6% | -38.2% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling