+737.1%
MTZ vs CAKE
+151.6%
+585.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.2% | -2.8% |
| 7D | 0.0% | -5.6% | +5.6% | +1.8% |
| 30D | -14.8% | -10.5% | -4.3% | -12.1% |
| 3M | -30.8% | +43.6% | -74.4% | -39.2% |
| 6M | -22.6% | +63.0% | -85.7% | -35.3% |
| YTD | +6.8% | +102.9% | -96.1% | -17.2% |
| 1Y | +22.1% | +75.6% | -53.5% | -1.4% |
| 3Y | +153.1% | +257.7% | -104.6% | +58.9% |
| 5Y | +161.4% | +156.0% | +5.4% | +73.9% |
| All | +737.1% | +151.6% | +585.5% | +386.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling