+1,370.9%
MAS vs CAKE
+3,987.3%
-2,616.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.6% | -1.0% |
| 7D | +2.0% | -5.2% | +7.2% | +3.5% |
| 30D | +19.4% | -0.2% | +19.6% | +19.5% |
| 3M | +9.4% | -0.2% | +9.7% | +9.0% |
| 6M | +15.3% | +77.5% | -62.1% | -2.8% |
| YTD | +31.3% | +114.1% | -82.8% | +4.7% |
| 1Y | +34.9% | +131.6% | -96.7% | +5.2% |
| 3Y | +58.6% | +271.4% | -212.8% | +6.6% |
| 5Y | +40.7% | +157.5% | -116.8% | +1.3% |
| 10Y | +220.4% | +153.3% | +67.1% | +97.8% |
| All | +1,370.9% | +3,987.3% | -2,616.4% | +475.2% |
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