+30.7%
MCO vs CAKE
+157.8%
-127.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | -3.8% | -4.5% | +0.8% | -2.7% |
| 30D | -0.4% | -12.4% | +12.0% | +2.5% |
| 3M | +7.7% | +37.3% | -29.6% | -0.7% |
| 6M | +7.0% | +70.7% | -63.7% | -6.8% |
| YTD | -6.4% | +106.0% | -112.4% | -22.3% |
| 1Y | -7.6% | +79.7% | -87.3% | -21.0% |
| 3Y | +43.2% | +267.8% | -224.5% | 0.0% |
| All | +30.7% | +157.8% | -127.1% | -7.1% |
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 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