+94.1%
MET vs CAVA
+33.0%
+61.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | 0.0% |
| 7D | -0.5% | -8.0% | +7.5% | +0.3% |
| 30D | +0.5% | -19.6% | +20.1% | +2.5% |
| 3M | +11.6% | -36.7% | +48.3% | +16.2% |
| 6M | +40.8% | -30.6% | +71.4% | +44.8% |
| YTD | +25.7% | -4.8% | +30.4% | +24.4% |
| 1Y | +24.4% | -13.1% | +37.5% | +23.8% |
| 3Y | +67.5% | +48.8% | +18.7% | +65.2% |
| All | +94.1% | +33.0% | +61.0% | +93.6% |
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