-32.6%
MOD vs CAKE
+147.7%
-180.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.7% | -26.1% | -21.2% |
| 7D | -31.3% | +9.1% | -40.5% | -31.2% |
| 30D | -46.1% | +5.8% | -51.9% | -45.9% |
| 3M | -51.1% | +9.3% | -60.5% | -51.1% |
| 6M | -62.1% | +96.1% | -158.2% | -66.4% |
| YTD | -26.2% | +131.4% | -157.6% | -37.4% |
| 1Y | -32.6% | +146.1% | -178.6% | -43.4% |
| All | -32.6% | +147.7% | -180.2% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling