+166.4%
MTZ vs CAKE
+264.8%
-98.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.1% | -1.4% |
| 7D | +2.3% | -4.6% | +6.8% | +3.5% |
| 30D | -10.3% | -6.6% | -3.7% | -9.0% |
| 3M | -31.8% | +52.9% | -84.7% | -41.0% |
| 6M | -19.2% | +65.7% | -84.9% | -32.4% |
| YTD | +10.7% | +107.8% | -97.1% | -15.8% |
| 1Y | +37.5% | +78.5% | -40.9% | +10.8% |
| All | +166.4% | +264.8% | -98.4% | +38.4% |
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