+35.2%
MA vs CAKE
+81.3%
-46.1%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.0% |
| 7D | +1.3% | +2.5% | -1.2% | +1.0% |
| 30D | +9.6% | -3.1% | +12.7% | +9.8% |
| 3M | +16.8% | -2.2% | +19.0% | +16.9% |
| 6M | +35.2% | +94.1% | -58.9% | +34.5% |
| All | +35.2% | +81.3% | -46.1% | +34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling