+19.4%
MCD vs CAKE
+163.4%
-144.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.4% | -0.5% |
| 7D | -2.9% | -4.6% | +1.7% | -2.3% |
| 30D | -6.7% | -6.6% | -0.2% | -6.0% |
| 3M | -9.6% | +52.9% | -62.5% | -14.1% |
| 6M | -22.3% | +65.7% | -88.1% | -27.0% |
| YTD | -15.4% | +107.8% | -123.2% | -22.9% |
| 1Y | -16.8% | +78.5% | -95.3% | -22.9% |
| 3Y | -2.4% | +266.4% | -268.8% | -18.5% |
| 5Y | +19.4% | +159.6% | -140.3% | +2.9% |
| All | +19.4% | +163.4% | -144.1% | +2.9% |
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