+22.1%
MTZ vs CAVA
-16.9%
+39.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | -3.1% |
| 7D | 0.0% | -12.4% | +12.4% | +1.1% |
| 30D | -14.8% | -11.2% | -3.6% | -13.9% |
| 3M | -30.8% | -33.8% | +3.0% | -29.0% |
| 6M | -22.6% | -32.5% | +9.9% | -20.7% |
| YTD | +6.8% | -8.0% | +14.8% | +5.3% |
| 1Y | +22.1% | -17.1% | +39.3% | +28.7% |
| All | +22.1% | -16.9% | +39.1% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling