+44.3%
MRK vs CAVA
+33.0%
+11.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.6% |
| 7D | -4.3% | -8.0% | +3.8% | -4.0% |
| 30D | +8.3% | -19.6% | +27.8% | +9.0% |
| 3M | +20.0% | -36.7% | +56.7% | +21.3% |
| 6M | +25.7% | -30.6% | +56.3% | +26.6% |
| YTD | +38.7% | -4.8% | +43.5% | +38.4% |
| 1Y | +74.7% | -13.1% | +87.8% | +74.4% |
| 3Y | +45.4% | +48.8% | -3.4% | +41.0% |
| All | +44.3% | +33.0% | +11.2% | +40.6% |
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 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