+67.2%
MTZ vs CAVA
+38.6%
+28.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | +5.0% | -1.6% | +6.5% | +5.4% |
| 30D | -6.0% | +12.9% | -18.9% | -8.7% |
| 3M | -36.1% | -19.3% | -16.8% | -33.5% |
| 6M | -56.9% | -19.5% | -37.4% | -55.6% |
| YTD | -15.9% | -0.8% | -15.1% | -19.8% |
| 1Y | -3.8% | +20.8% | -24.6% | -13.5% |
| 3Y | +272.3% | +85.7% | +186.6% | +224.9% |
| All | +67.2% | +38.6% | +28.6% | +54.9% |
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