+4,811.5%
MCD vs CAKE
+4,088.6%
+723.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.0% |
| 7D | -1.6% | +2.5% | -4.1% | -2.0% |
| 30D | +14.1% | -3.1% | +17.2% | +14.6% |
| 3M | +0.6% | -2.2% | +2.8% | +0.8% |
| 6M | 0.0% | +94.1% | -94.0% | -10.4% |
| YTD | -9.3% | +119.4% | -128.7% | -20.6% |
| 1Y | -9.3% | +141.4% | -150.7% | -21.8% |
| 3Y | +8.6% | +273.6% | -265.0% | -14.3% |
| 5Y | +21.9% | +177.7% | -155.8% | -1.9% |
| 10Y | +202.8% | +131.9% | +70.9% | +128.2% |
| All | +4,811.5% | +4,088.6% | +723.0% | +2,378.1% |
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