+10.2%
MTUM vs CAKE
+147.7%
-137.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.7% | -6.7% | -2.1% |
| 7D | -10.1% | +9.1% | -19.2% | -10.4% |
| 30D | -15.6% | +5.8% | -21.4% | -15.7% |
| 3M | -12.7% | +9.3% | -22.1% | -13.2% |
| 6M | -3.7% | +96.1% | -99.8% | -11.1% |
| YTD | +9.4% | +131.4% | -122.0% | -0.4% |
| 1Y | +10.2% | +146.1% | -135.8% | -0.1% |
| All | +10.2% | +147.7% | -137.4% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling