-22.3%
MOH vs CAKE
+157.8%
-180.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.4% | +1.9% |
| 7D | +1.7% | -4.5% | +6.2% | +2.1% |
| 30D | -0.9% | -12.4% | +11.6% | +0.1% |
| 3M | +5.7% | +37.3% | -31.6% | +3.2% |
| 6M | +39.1% | +70.7% | -31.6% | +33.1% |
| YTD | +17.7% | +106.0% | -88.3% | +10.4% |
| 1Y | +8.4% | +79.7% | -71.3% | +2.6% |
| 3Y | -36.6% | +267.8% | -304.3% | -43.3% |
| All | -22.3% | +157.8% | -180.1% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling