-7.0%
MDB vs CAVA
+34.5%
-41.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +1.9% |
| 7D | -4.5% | -8.5% | +4.0% | -2.9% |
| 30D | -14.0% | -8.2% | -5.8% | -12.7% |
| 3M | +5.3% | -25.9% | +31.2% | +10.7% |
| 6M | +31.9% | -30.9% | +62.8% | +39.4% |
| YTD | -14.6% | -3.7% | -10.9% | -18.0% |
| 1Y | +8.2% | -13.4% | +21.7% | +6.1% |
| 3Y | -5.0% | +44.2% | -49.2% | -13.5% |
| All | -7.0% | +34.5% | -41.6% | -12.6% |
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 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