+15.8%
MDT vs CAVA
+34.5%
-18.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | -0.3% |
| 7D | -0.3% | -8.5% | +8.2% | 0.0% |
| 30D | +2.8% | -8.2% | +11.0% | +3.1% |
| 3M | +13.1% | -25.9% | +39.0% | +14.2% |
| 6M | +2.3% | -30.9% | +33.3% | +3.6% |
| YTD | -2.7% | -3.7% | +1.0% | -3.2% |
| 1Y | +0.9% | -13.4% | +14.3% | +0.6% |
| 3Y | +26.8% | +44.2% | -17.4% | +20.6% |
| All | +15.8% | +34.5% | -18.7% | +11.2% |
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