-5.8%
MCHP vs CAVA
+33.0%
-38.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +3.0% |
| 7D | 0.0% | -8.0% | +8.1% | +1.7% |
| 30D | -6.0% | -19.6% | +13.5% | -2.1% |
| 3M | -19.7% | -36.7% | +17.0% | -12.6% |
| 6M | +14.0% | -30.6% | +44.6% | +20.9% |
| YTD | +18.4% | -4.8% | +23.2% | +15.3% |
| 1Y | +17.1% | -13.1% | +30.2% | +15.8% |
| 3Y | +0.7% | +48.8% | -48.1% | -10.0% |
| All | -5.8% | +33.0% | -38.8% | -14.1% |
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