+152.2%
CAKE vs MDY
+46.3%
+105.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.6% |
| 7D | -4.5% | -1.9% | -2.7% | -2.4% |
| 30D | -12.4% | -4.6% | -7.8% | -7.6% |
| 3M | +37.3% | -1.2% | +38.6% | +38.6% |
| 6M | +70.7% | +9.2% | +61.5% | +52.9% |
| YTD | +106.0% | +13.1% | +92.9% | +77.0% |
| 1Y | +79.7% | +13.0% | +66.6% | +54.4% |
| 3Y | +267.8% | +49.2% | +218.6% | +127.4% |
| All | +152.2% | +46.3% | +105.9% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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