+4,517.5%
MCD vs CAKE
+4,018.7%
+498.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.8% | -4.0% | +1.2% | -2.2% |
| 30D | -6.0% | +2.4% | -8.5% | -6.4% |
| 3M | -5.6% | +69.0% | -74.5% | -13.3% |
| 6M | -21.9% | +69.3% | -91.1% | -28.5% |
| YTD | -14.7% | +115.8% | -130.5% | -25.0% |
| 1Y | -17.3% | +79.3% | -96.6% | -25.3% |
| 3Y | -2.2% | +262.0% | -264.2% | -22.4% |
| 5Y | +20.3% | +165.7% | -145.4% | -2.5% |
| 10Y | +180.7% | +158.9% | +21.8% | +108.1% |
| All | +4,517.5% | +4,018.7% | +498.9% | +2,239.7% |
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 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