+158.4%
MMM vs CAVA
+87.8%
+70.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -0.4% | -1.6% | +1.2% | -0.2% |
| 30D | +12.1% | +12.9% | -0.7% | +10.4% |
| 3M | +1.4% | -19.3% | +20.7% | +3.8% |
| 6M | +26.6% | -19.5% | +46.0% | +28.9% |
| YTD | +16.8% | -0.8% | +17.6% | +14.6% |
| 1Y | +10.1% | +20.8% | -10.7% | +4.8% |
| 3Y | +158.4% | +85.7% | +72.7% | +153.3% |
| All | +158.4% | +87.8% | +70.6% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling