+604.3%
MTUM vs CAKE
+250.7%
+353.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | +0.7% | -4.5% | +5.3% | +1.5% |
| 30D | -2.4% | -12.4% | +10.0% | -0.2% |
| 3M | -3.6% | +37.3% | -41.0% | -9.6% |
| 6M | +23.7% | +70.7% | -47.1% | +11.0% |
| YTD | +22.9% | +106.0% | -83.1% | +6.3% |
| 1Y | +21.8% | +79.7% | -57.9% | +7.8% |
| 3Y | +114.4% | +267.8% | -153.3% | +64.0% |
| 5Y | +79.6% | +159.9% | -80.3% | +41.8% |
| 10Y | +356.2% | +154.3% | +201.9% | +211.8% |
| All | +604.3% | +250.7% | +353.6% | +335.5% |
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