+133.6%
MP vs CAVA
+44.7%
+89.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.7% |
| 7D | -2.9% | -9.2% | +6.4% | -1.1% |
| 30D | +13.8% | -8.2% | +22.0% | +15.4% |
| 3M | -16.7% | -15.3% | -1.4% | -14.8% |
| 6M | -11.5% | -23.6% | +12.1% | -7.7% |
| YTD | +7.9% | +3.5% | +4.4% | +5.1% |
| 1Y | -15.0% | -7.9% | -7.2% | -16.0% |
| 3Y | +153.5% | +38.7% | +114.9% | +121.4% |
| All | +133.6% | +44.7% | +89.0% | +104.8% |
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