+7,173.7%
MCO vs CAKE
+3,433.1%
+3,740.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.8% | -0.9% |
| 7D | -7.3% | -5.6% | -1.7% | -6.0% |
| 30D | -1.7% | -10.5% | +8.8% | +0.9% |
| 3M | +3.9% | +43.6% | -39.7% | -5.9% |
| 6M | +3.8% | +63.0% | -59.2% | -9.2% |
| YTD | -7.9% | +102.9% | -110.8% | -24.0% |
| 1Y | -6.8% | +75.6% | -82.5% | -20.6% |
| 3Y | +40.9% | +257.7% | -216.8% | -2.0% |
| 5Y | +27.5% | +156.0% | -128.5% | -7.1% |
| 10Y | +381.4% | +150.5% | +230.9% | +202.9% |
| All | +7,173.7% | +3,433.1% | +3,740.6% | +2,470.4% |
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