+17,689.3%
MTZ vs CAKE
+4,018.7%
+13,670.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -1.6% | -4.0% | +2.4% | -0.4% |
| 30D | -11.1% | +2.4% | -13.5% | -12.0% |
| 3M | -36.7% | +69.0% | -105.7% | -46.7% |
| 6M | -21.9% | +69.3% | -91.2% | -34.6% |
| YTD | +9.1% | +115.8% | -106.7% | -15.5% |
| 1Y | +30.0% | +79.3% | -49.4% | +5.8% |
| 3Y | +138.5% | +262.0% | -123.6% | +54.8% |
| 5Y | +158.3% | +165.7% | -7.3% | +76.0% |
| 10Y | +700.8% | +158.9% | +541.9% | +387.4% |
| All | +17,689.3% | +4,018.7% | +13,670.6% | +6,249.3% |
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