+1,200.6%
MAS vs CAKE
+4,018.7%
-2,818.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -0.8% | -4.0% | +3.3% | +0.4% |
| 30D | -5.6% | +2.4% | -8.0% | -6.5% |
| 3M | +4.4% | +69.0% | -64.5% | -10.6% |
| 6M | +7.2% | +69.3% | -62.1% | -8.4% |
| YTD | +16.1% | +115.8% | -99.7% | -7.5% |
| 1Y | +0.1% | +79.3% | -79.2% | -16.2% |
| 3Y | +28.3% | +262.0% | -233.7% | -13.1% |
| 5Y | +30.5% | +165.7% | -135.2% | -7.2% |
| 10Y | +139.1% | +158.9% | -19.8% | +46.9% |
| All | +1,200.6% | +4,018.7% | -2,818.1% | +408.3% |
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