+1,864.5%
MRK vs CAKE
+3,772.9%
-1,908.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | -5.0% | -5.6% | +0.6% | -4.4% |
| 30D | +11.0% | -10.5% | +21.5% | +12.3% |
| 3M | +22.4% | +43.6% | -21.2% | +17.0% |
| 6M | +25.4% | +63.0% | -37.6% | +17.9% |
| YTD | +39.5% | +102.9% | -63.4% | +27.7% |
| 1Y | +78.0% | +75.6% | +2.3% | +65.5% |
| 3Y | +45.5% | +257.7% | -212.2% | +23.0% |
| 5Y | +130.3% | +156.0% | -25.7% | +97.2% |
| 10Y | +229.8% | +150.5% | +79.3% | +161.1% |
| All | +1,864.5% | +3,772.9% | -1,908.4% | +941.1% |
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 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