-6.4%
MCD vs CAVA
+34.5%
-40.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.1% | -0.7% |
| 7D | -2.9% | -8.5% | +5.7% | -2.6% |
| 30D | -6.7% | -8.2% | +1.5% | -6.5% |
| 3M | -9.6% | -25.9% | +16.4% | -8.9% |
| 6M | -22.3% | -30.9% | +8.6% | -21.6% |
| YTD | -15.4% | -3.7% | -11.7% | -15.4% |
| 1Y | -16.8% | -13.4% | -3.4% | -16.7% |
| 3Y | -2.4% | +44.2% | -46.6% | -6.3% |
| All | -6.4% | +34.5% | -40.9% | -9.8% |
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