+810.7%
MOD vs CAKE
+125.5%
+685.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | +0.6% |
| 7D | +16.1% | -3.8% | +19.9% | +17.8% |
| 30D | -38.5% | -5.2% | -33.3% | -37.8% |
| 3M | -46.8% | -9.2% | -37.6% | -45.6% |
| 6M | -61.6% | +76.6% | -138.2% | -70.5% |
| YTD | -20.5% | +113.6% | -134.1% | -43.9% |
| 1Y | -28.0% | +134.3% | -162.3% | -51.2% |
| 3Y | +134.9% | +271.2% | -136.2% | +30.6% |
| 5Y | +833.2% | +170.3% | +662.9% | +463.2% |
| All | +810.7% | +125.5% | +685.2% | +356.1% |
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 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