+125.3%
MTZ vs CAVA
+43.2%
+82.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.0% |
| 7D | +3.6% | -1.5% | +5.1% | +3.9% |
| 30D | -9.6% | -3.7% | -6.0% | -9.2% |
| 3M | -31.9% | -18.3% | -13.6% | -29.7% |
| 6M | -13.8% | -23.5% | +9.7% | -10.2% |
| YTD | +13.3% | +2.5% | +10.8% | +7.7% |
| 1Y | +39.3% | -8.0% | +47.2% | +35.5% |
| 3Y | +168.3% | +53.5% | +114.8% | +140.3% |
| All | +125.3% | +43.2% | +82.1% | +108.2% |
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