-13.4%
MLM vs CAKE
+136.7%
-150.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.5% | +1.8% |
| 7D | -3.8% | -1.8% | -2.1% | -3.6% |
| 30D | +11.0% | +2.3% | +8.7% | +10.6% |
| 3M | -3.1% | +3.9% | -7.0% | -3.7% |
| 6M | -9.8% | +81.4% | -91.2% | -18.4% |
| YTD | -14.4% | +122.5% | -136.9% | -26.8% |
| All | -13.4% | +136.7% | -150.1% | -27.6% |
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