+328.4%
CAKE vs MKTX
+1,442.6%
-1,114.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -12.4% | +0.7% | -13.2% | -12.6% |
| 3M | +37.3% | +40.8% | -3.5% | +24.9% |
| 6M | +70.7% | -8.0% | +78.7% | +71.6% |
| YTD | +106.0% | -8.7% | +114.7% | +106.9% |
| 1Y | +79.7% | -11.8% | +91.5% | +81.6% |
| 3Y | +267.8% | -24.0% | +291.8% | +272.0% |
| 5Y | +159.9% | -60.3% | +220.2% | +205.3% |
| 10Y | +154.3% | +5.0% | +149.4% | +117.6% |
| All | +328.4% | +1,442.6% | -1,114.3% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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