-5.6%
MCD vs CAVA
+44.7%
-50.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -2.8% | -9.2% | +6.4% | -2.6% |
| 30D | -6.0% | -8.2% | +2.2% | -5.8% |
| 3M | -5.6% | -15.3% | +9.7% | -5.2% |
| 6M | -21.9% | -23.6% | +1.7% | -21.4% |
| YTD | -14.7% | +3.5% | -18.2% | -14.8% |
| 1Y | -17.3% | -7.9% | -9.4% | -17.3% |
| 3Y | -2.2% | +38.7% | -40.8% | -6.1% |
| All | -5.6% | +44.7% | -50.2% | -9.2% |
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