+25.7%
MMM vs CAKE
+152.3%
-126.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.4% |
| 7D | -3.2% | -5.6% | +2.4% | -1.9% |
| 30D | -10.7% | -10.5% | -0.2% | -8.5% |
| 3M | +4.3% | +43.6% | -39.3% | -5.2% |
| 6M | +5.9% | +63.0% | -57.1% | -7.1% |
| YTD | +3.2% | +102.9% | -99.7% | -14.6% |
| 1Y | +8.0% | +75.6% | -67.6% | -7.6% |
| 3Y | +99.1% | +257.7% | -158.6% | +41.0% |
| 5Y | +25.7% | +156.0% | -130.3% | -8.7% |
| All | +25.7% | +152.3% | -126.6% | -8.7% |
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