-5.0%
MRSH vs CAKE
+261.6%
-266.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | -4.8% | -4.5% | -0.2% | -4.4% |
| 30D | -6.3% | -12.4% | +6.1% | -5.3% |
| 3M | +5.8% | +37.3% | -31.5% | +3.2% |
| 6M | +2.8% | +70.7% | -67.9% | -1.3% |
| YTD | -3.1% | +106.0% | -109.1% | -8.3% |
| 1Y | -11.3% | +79.7% | -90.9% | -15.4% |
| 3Y | -5.0% | +267.8% | -272.7% | -11.1% |
| All | -5.0% | +261.6% | -266.6% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling