+2,507.5%
MDT vs CAKE
+3,772.9%
-1,265.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | -1.6% | -5.6% | +4.0% | -0.7% |
| 30D | +1.0% | -10.5% | +11.6% | +2.7% |
| 3M | +15.2% | +43.6% | -28.4% | +8.7% |
| 6M | +3.7% | +63.0% | -59.4% | -4.4% |
| YTD | -3.0% | +102.9% | -105.9% | -13.7% |
| 1Y | +2.5% | +75.6% | -73.2% | -7.0% |
| 3Y | +26.5% | +257.7% | -231.3% | +1.0% |
| 5Y | -18.3% | +156.0% | -174.3% | -33.0% |
| 10Y | +40.2% | +150.5% | -110.4% | +5.6% |
| All | +2,507.5% | +3,772.9% | -1,265.4% | +1,096.1% |
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 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