+454.2%
MDLZ vs CAKE
+778.9%
-324.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -1.7% | -4.0% | +2.3% | -1.2% |
| 30D | -2.1% | +2.4% | -4.5% | -2.6% |
| 3M | +1.3% | +69.0% | -67.7% | -6.1% |
| 6M | +6.2% | +69.3% | -63.1% | -1.9% |
| YTD | +15.8% | +115.8% | -100.0% | +3.1% |
| 1Y | +4.1% | +79.3% | -75.2% | -4.9% |
| 3Y | -4.1% | +262.0% | -266.1% | -22.4% |
| 5Y | +13.4% | +165.7% | -152.3% | -6.5% |
| 10Y | +75.7% | +158.9% | -83.2% | +31.8% |
| All | +454.2% | +778.9% | -324.7% | +204.0% |
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