-56.0%
MTZ vs CAVA
-27.8%
-28.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.8% |
| 7D | +16.5% | -4.4% | +20.9% | +16.9% |
| 30D | -10.2% | +8.2% | -18.4% | -10.7% |
| 3M | -34.2% | -17.4% | -16.7% | -33.4% |
| 6M | -56.0% | -25.7% | -30.3% | -56.6% |
| All | -56.0% | -27.8% | -28.1% | -56.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling