+190.4%
MAGS vs CAKE
+222.5%
-32.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.2% |
| 7D | -1.8% | -5.6% | +3.8% | -0.8% |
| 30D | +1.1% | -10.5% | +11.6% | +2.9% |
| 3M | +7.7% | +43.6% | -35.9% | -0.5% |
| 6M | +11.7% | +63.0% | -51.3% | 0.0% |
| YTD | +4.9% | +102.9% | -98.0% | -11.0% |
| 1Y | +14.3% | +75.6% | -61.3% | +0.2% |
| 3Y | +128.9% | +257.7% | -128.8% | +75.6% |
| All | +190.4% | +222.5% | -32.0% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling