+6,923.6%
MCK vs CAKE
+3,583.9%
+3,339.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -2.9% | -4.5% | +1.6% | -2.3% |
| 30D | +0.4% | -12.4% | +12.9% | +2.2% |
| 3M | +12.1% | +37.3% | -25.2% | +7.0% |
| 6M | -5.4% | +70.7% | -76.2% | -12.7% |
| YTD | +7.8% | +106.0% | -98.2% | -3.1% |
| 1Y | +22.9% | +79.7% | -56.7% | +12.4% |
| 3Y | +110.7% | +267.8% | -157.0% | +70.3% |
| 5Y | +346.2% | +159.9% | +186.3% | +268.1% |
| 10Y | +440.1% | +154.3% | +285.8% | +310.8% |
| All | +6,923.6% | +3,583.9% | +3,339.7% | +3,832.3% |
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