+224.4%
MRK vs CAKE
+155.4%
+69.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.6% |
| 7D | -4.3% | -4.5% | +0.3% | -3.9% |
| 30D | +8.3% | -12.4% | +20.7% | +9.2% |
| 3M | +20.0% | +37.3% | -17.3% | +17.2% |
| 6M | +25.7% | +70.7% | -45.0% | +20.6% |
| YTD | +38.7% | +106.0% | -67.2% | +31.3% |
| 1Y | +74.7% | +79.7% | -5.0% | +66.7% |
| 3Y | +45.4% | +267.8% | -222.4% | +31.5% |
| 5Y | +129.0% | +159.9% | -30.9% | +109.6% |
| All | +224.4% | +155.4% | +69.0% | +165.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling