+445.3%
MP vs CAKE
+430.4%
+14.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -2.9% | -4.0% | +1.2% | -1.4% |
| 30D | +13.8% | +2.4% | +11.4% | +12.7% |
| 3M | -16.7% | +69.0% | -85.7% | -32.2% |
| 6M | -11.5% | +69.3% | -80.8% | -28.3% |
| YTD | +7.9% | +115.8% | -107.8% | -20.7% |
| 1Y | -15.0% | +79.3% | -94.4% | -33.4% |
| 3Y | +153.5% | +262.0% | -108.5% | +45.4% |
| 5Y | +58.7% | +165.7% | -107.0% | -3.3% |
| All | +445.3% | +430.4% | +14.9% | +183.7% |
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 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