+79.3%
CAKE vs MTB
+23.4%
+56.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -4.0% | +1.7% | -5.7% | -5.0% |
| 30D | +2.4% | -4.2% | +6.6% | +5.0% |
| 3M | +69.0% | +8.9% | +60.1% | +59.7% |
| 6M | +69.3% | +10.9% | +58.4% | +57.4% |
| YTD | +115.8% | +21.5% | +94.3% | +86.8% |
| 1Y | +79.3% | +21.9% | +57.4% | +49.5% |
| All | +79.3% | +23.4% | +56.0% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling