+267.6%
MPC vs CAVA
+28.6%
+239.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.7% | -1.5% |
| 7D | +1.2% | -12.4% | +13.7% | +2.0% |
| 30D | +17.0% | -11.2% | +28.2% | +17.6% |
| 3M | +49.5% | -33.8% | +83.2% | +52.7% |
| 6M | +83.5% | -32.5% | +116.0% | +86.7% |
| YTD | +144.1% | -8.0% | +152.1% | +141.0% |
| 1Y | +119.6% | -17.1% | +136.7% | +118.1% |
| 3Y | +168.1% | +37.8% | +130.2% | +172.0% |
| All | +267.6% | +28.6% | +239.0% | +273.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling