+2,751.6%
MRSH vs CAKE
+3,831.8%
-1,080.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -4.8% | -4.5% | -0.2% | -4.0% |
| 30D | -6.3% | -12.4% | +6.1% | -4.2% |
| 3M | +5.8% | +37.3% | -31.5% | -0.1% |
| 6M | +2.8% | +70.7% | -67.9% | -6.9% |
| YTD | -3.1% | +106.0% | -109.1% | -15.3% |
| 1Y | -11.3% | +79.7% | -90.9% | -20.7% |
| 3Y | -5.0% | +267.8% | -272.7% | -26.8% |
| 5Y | +19.2% | +159.9% | -140.7% | -5.2% |
| 10Y | +217.4% | +154.3% | +63.0% | +127.7% |
| All | +2,751.6% | +3,831.8% | -1,080.3% | +1,209.5% |
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