-13.9%
MP vs CAKE
+174.7%
-188.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +2.3% | -4.7% | +7.0% | +4.2% |
| 30D | -15.3% | +0.9% | -16.2% | -15.9% |
| 3M | -33.5% | -2.7% | -30.8% | -33.4% |
| 6M | -45.5% | +81.2% | -126.7% | -58.2% |
| YTD | -27.3% | +120.6% | -147.9% | -49.3% |
| 1Y | -40.7% | +142.7% | -183.4% | -60.6% |
| 3Y | +145.9% | +283.3% | -137.4% | +23.6% |
| 5Y | -13.9% | +178.1% | -192.0% | -53.4% |
| All | -13.9% | +174.7% | -188.6% | -53.4% |
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 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