+45.1%
MRK vs CAVA
+28.6%
+16.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -1.8% |
| 7D | -5.0% | -12.4% | +7.4% | -4.6% |
| 30D | +11.0% | -11.2% | +22.2% | +11.4% |
| 3M | +22.4% | -33.8% | +56.2% | +23.6% |
| 6M | +25.4% | -32.5% | +57.9% | +26.4% |
| YTD | +39.5% | -8.0% | +47.5% | +39.3% |
| 1Y | +78.0% | -17.1% | +95.1% | +77.9% |
| 3Y | +45.5% | +37.8% | +7.7% | +41.4% |
| All | +45.1% | +28.6% | +16.5% | +41.5% |
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