+151.5%
CAKE vs MTCH
+208.0%
-56.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +1.2% |
| 7D | -4.5% | +1.3% | -5.8% | -4.8% |
| 30D | -12.4% | +15.9% | -28.3% | -15.6% |
| 3M | +37.3% | +23.3% | +14.1% | +30.0% |
| 6M | +70.7% | +40.1% | +30.6% | +56.0% |
| YTD | +106.0% | +33.6% | +72.4% | +89.9% |
| 1Y | +79.7% | +14.1% | +65.6% | +72.0% |
| 3Y | +267.8% | +1.4% | +266.4% | +253.6% |
| 5Y | +159.9% | -73.1% | +233.0% | +216.2% |
| All | +151.5% | +208.0% | -56.5% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling