+114.0%
MMM vs CAVA
+44.7%
+69.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -3.3% | -9.2% | +5.9% | -2.3% |
| 30D | -7.0% | -8.2% | +1.2% | -6.3% |
| 3M | +10.8% | -15.3% | +26.1% | +12.2% |
| 6M | +5.8% | -23.6% | +29.4% | +8.1% |
| YTD | +6.8% | +3.5% | +3.2% | +4.9% |
| 1Y | +10.4% | -7.9% | +18.3% | +9.4% |
| 3Y | +104.7% | +38.7% | +66.0% | +98.3% |
| All | +114.0% | +44.7% | +69.4% | +108.6% |
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 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