+25.7%
MLM vs CAKE
+157.7%
-132.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.7% | -0.9% |
| 7D | -4.1% | -5.2% | +1.1% | -2.8% |
| 30D | +8.2% | -0.2% | +8.4% | +8.2% |
| 3M | -3.6% | -0.2% | -3.3% | -3.9% |
| 6M | -15.6% | +77.5% | -93.0% | -28.0% |
| YTD | -16.4% | +114.1% | -130.6% | -32.7% |
| 1Y | -14.3% | +131.6% | -145.9% | -32.6% |
| 3Y | +19.3% | +271.4% | -252.1% | -20.4% |
| All | +25.7% | +157.7% | -132.0% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling