+1,896.5%
MOD vs CAKE
+4,018.7%
-2,122.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +9.6% | -4.0% | +13.6% | +11.2% |
| 30D | 0.0% | +2.4% | -2.4% | -1.3% |
| 3M | -35.4% | +69.0% | -104.3% | -48.4% |
| 6M | -7.3% | +69.3% | -76.6% | -26.1% |
| YTD | +45.8% | +115.8% | -70.0% | +5.4% |
| 1Y | +43.1% | +79.3% | -36.2% | +10.3% |
| 3Y | +297.7% | +262.0% | +35.6% | +132.3% |
| 5Y | +1,478.8% | +165.7% | +1,313.1% | +897.0% |
| 10Y | +1,633.4% | +158.9% | +1,474.5% | +841.6% |
| All | +1,896.5% | +4,018.7% | -2,122.2% | +513.4% |
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 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