+67.6%
MA vs CAKE
+152.3%
-84.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.2% |
| 7D | -3.5% | -5.6% | +2.1% | -2.2% |
| 30D | +0.7% | -10.5% | +11.2% | +3.1% |
| 3M | +15.8% | +43.6% | -27.8% | +5.8% |
| 6M | +10.2% | +63.0% | -52.8% | -2.7% |
| YTD | -0.5% | +102.9% | -103.4% | -16.9% |
| 1Y | -1.8% | +75.6% | -77.4% | -15.4% |
| 3Y | +38.7% | +257.7% | -219.0% | -3.1% |
| 5Y | +67.6% | +156.0% | -88.4% | +24.7% |
| All | +67.6% | +152.3% | -84.7% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling