+3,091.3%
MLM vs CAKE
+2,851.9%
+239.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.8% |
| YTD | -16.4% | +114.1% | -130.6% | -32.3% |
| 1Y | -14.3% | +131.6% | -145.9% | -32.0% |
| 3Y | +19.3% | +271.4% | -252.1% | -18.1% |
| 5Y | +29.6% | +157.5% | -127.9% | -5.6% |
| 10Y | +189.9% | +153.3% | +36.6% | +87.4% |
| All | +3,091.3% | +2,851.9% | +239.4% | +1,264.2% |
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 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