+165.2%
MTZ vs CAKE
+157.8%
+7.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.1% |
| 7D | +1.4% | -4.5% | +5.9% | +2.6% |
| 30D | -14.5% | -12.4% | -2.0% | -11.6% |
| 3M | -32.9% | +37.3% | -70.3% | -39.7% |
| 6M | -20.8% | +70.7% | -91.6% | -33.9% |
| YTD | +10.6% | +106.0% | -95.4% | -13.8% |
| 1Y | +27.1% | +79.7% | -52.6% | +3.2% |
| 3Y | +166.1% | +267.8% | -101.6% | +67.9% |
| All | +165.2% | +157.8% | +7.4% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling