+839.8%
MOD vs CAKE
+136.4%
+703.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | +8.2% | -4.7% | +12.9% | +10.3% |
| 30D | -38.2% | +0.9% | -39.0% | -38.9% |
| 3M | -46.2% | -2.7% | -43.5% | -46.4% |
| 6M | -62.5% | +81.2% | -143.7% | -71.5% |
| YTD | -20.1% | +120.6% | -140.7% | -44.2% |
| 1Y | -29.7% | +142.7% | -172.4% | -53.0% |
| 3Y | +136.2% | +283.3% | -147.1% | +29.7% |
| 5Y | +820.4% | +178.1% | +642.3% | +449.6% |
| 10Y | +839.8% | +133.1% | +706.8% | +359.7% |
| All | +839.8% | +136.4% | +703.5% | +359.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling