+4.7%
MDT vs CAKE
+76.8%
-72.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | +3.2% | -4.0% | +7.2% | +3.7% |
| 30D | +9.5% | +2.4% | +7.1% | +9.2% |
| 3M | +16.0% | +69.0% | -53.0% | +10.6% |
| 6M | +0.2% | +69.3% | -69.1% | -4.6% |
| YTD | -0.3% | +115.8% | -116.0% | -8.8% |
| 1Y | +4.7% | +79.3% | -74.6% | -3.1% |
| All | +4.7% | +76.8% | -72.1% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling