+120.2%
MTZ vs CAVA
+34.5%
+85.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.8% | -0.9% |
| 7D | +2.3% | -8.5% | +10.8% | +4.2% |
| 30D | -10.3% | -8.2% | -2.1% | -8.9% |
| 3M | -31.8% | -25.9% | -5.9% | -28.1% |
| 6M | -19.2% | -30.9% | +11.7% | -13.9% |
| YTD | +10.7% | -3.7% | +14.4% | +6.8% |
| 1Y | +37.5% | -13.4% | +51.0% | +35.6% |
| 3Y | +162.4% | +44.2% | +118.1% | +138.0% |
| All | +120.2% | +34.5% | +85.7% | +106.3% |
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 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