+3,070.5%
MLM vs CAKE
+2,874.6%
+195.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | -2.9% | -4.0% | +1.1% | -1.9% |
| 30D | -6.8% | +2.4% | -9.3% | -7.6% |
| 3M | -11.2% | +69.0% | -80.2% | -22.9% |
| 6M | -21.8% | +69.3% | -91.1% | -32.3% |
| YTD | -17.0% | +115.8% | -132.7% | -32.6% |
| 1Y | -16.4% | +79.3% | -95.7% | -29.2% |
| 3Y | +14.5% | +262.0% | -247.6% | -20.8% |
| 5Y | +41.7% | +165.7% | -123.9% | +2.3% |
| 10Y | +200.0% | +158.9% | +41.1% | +93.2% |
| All | +3,070.5% | +2,874.6% | +195.9% | +1,256.5% |
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 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