+137.2%
MP vs CAVA
+43.2%
+94.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.7% |
| 7D | +3.0% | -1.5% | +4.6% | +3.3% |
| 30D | +8.3% | -3.7% | +12.0% | +8.8% |
| 3M | -3.8% | -18.3% | +14.5% | -0.9% |
| 6M | -4.9% | -23.5% | +18.6% | -0.8% |
| YTD | +9.6% | +2.5% | +7.1% | +6.9% |
| 1Y | -11.7% | -8.0% | -3.8% | -12.7% |
| 3Y | +158.5% | +53.5% | +105.0% | +124.7% |
| All | +137.2% | +43.2% | +94.0% | +108.3% |
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 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