+3,153.3%
MLM vs CAKE
+2,916.5%
+236.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -2.9% | -1.0% | -1.8% | -2.6% |
| 30D | +10.4% | +0.6% | +9.8% | +10.2% |
| 3M | -3.7% | -1.6% | -2.1% | -3.7% |
| 6M | -10.3% | +78.3% | -88.6% | -23.4% |
| YTD | -14.8% | +118.8% | -133.6% | -31.3% |
| 1Y | -13.9% | +140.3% | -154.2% | -32.3% |
| 3Y | +18.4% | +280.3% | -261.9% | -19.3% |
| 5Y | +31.8% | +171.9% | -140.1% | -5.3% |
| 10Y | +143.4% | +135.1% | +8.3% | +60.1% |
| All | +3,153.3% | +2,916.5% | +236.8% | +1,283.1% |
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