+22.6%
MCD vs CAKE
+170.5%
-147.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.7% | 0.0% |
| 7D | -1.6% | -3.8% | +2.2% | -1.1% |
| 30D | +16.0% | -5.2% | +21.3% | +16.7% |
| 3M | 0.0% | -9.2% | +9.2% | +0.9% |
| 6M | +0.9% | +76.6% | -75.7% | -5.8% |
| YTD | -8.7% | +113.6% | -122.3% | -17.0% |
| 1Y | -8.6% | +134.3% | -142.9% | -17.8% |
| 3Y | +9.9% | +271.2% | -261.3% | -8.2% |
| 5Y | +22.6% | +170.3% | -147.6% | +7.7% |
| All | +22.6% | +170.5% | -147.9% | +7.7% |
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