+38.1%
MA vs CAKE
+256.2%
-218.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | -3.5% | -5.6% | +2.1% | -2.5% |
| 30D | +0.7% | -10.5% | +11.2% | +2.5% |
| 3M | +15.8% | +43.6% | -27.8% | +8.0% |
| 6M | +10.2% | +63.0% | -52.8% | 0.0% |
| YTD | -0.5% | +102.9% | -103.4% | -13.6% |
| 1Y | -1.8% | +75.6% | -77.4% | -12.6% |
| All | +38.1% | +256.2% | -218.1% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 3y: compounded portfolio wealth divided by compounded CAKE 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…
3y analysis · Full analysis span regression · 6 months rolling