+2,002.6%
MMM vs CAKE
+4,018.7%
-2,016.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -3.3% | -4.0% | +0.7% | -2.6% |
| 30D | -7.0% | +2.4% | -9.5% | -7.6% |
| 3M | +10.8% | +69.0% | -58.2% | +0.1% |
| 6M | +5.8% | +69.3% | -63.5% | -4.7% |
| YTD | +6.8% | +115.8% | -109.0% | -8.2% |
| 1Y | +10.4% | +79.3% | -69.0% | -2.0% |
| 3Y | +104.7% | +262.0% | -157.3% | +57.9% |
| 5Y | +23.6% | +165.7% | -142.1% | -1.9% |
| 10Y | +54.1% | +158.9% | -104.8% | +12.3% |
| All | +2,002.6% | +4,018.7% | -2,016.1% | +972.7% |
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 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