-17.9%
MLM vs CAKE
+79.7%
-97.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.4% | -1.1% | +2.5% | +1.5% |
| 30D | -6.5% | +0.4% | -6.9% | -6.6% |
| 3M | -7.4% | +59.9% | -67.4% | -13.4% |
| 6M | -15.8% | +75.1% | -90.9% | -22.8% |
| YTD | -17.4% | +115.0% | -132.5% | -26.8% |
| 1Y | -17.9% | +81.6% | -99.5% | -24.5% |
| All | -17.9% | +79.7% | -97.6% | -24.5% |
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