+14.6%
MDT vs CAVA
+33.0%
-18.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.9% |
| 7D | -3.4% | -8.0% | +4.6% | -3.1% |
| 30D | +0.2% | -19.6% | +19.8% | +1.0% |
| 3M | +14.3% | -36.7% | +50.9% | +16.2% |
| 6M | +4.0% | -30.6% | +34.6% | +5.2% |
| YTD | -3.7% | -4.8% | +1.1% | -4.1% |
| 1Y | -0.4% | -13.1% | +12.8% | -0.6% |
| 3Y | +23.3% | +48.8% | -25.5% | +17.2% |
| All | +14.6% | +33.0% | -18.4% | +10.1% |
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