+64.9%
MPC vs CAKE
+74.4%
-9.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.6% | +2.4% |
| 7D | +9.4% | -3.8% | +13.2% | +9.2% |
| 30D | -13.4% | -5.2% | -8.2% | -13.4% |
| 3M | +18.9% | -9.2% | +28.1% | +19.6% |
| 6M | +64.9% | +76.6% | -11.7% | +78.6% |
| All | +64.9% | +74.4% | -9.5% | +78.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling