+13,608.5%
MTZ vs CAKE
+4,088.6%
+9,519.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -2.1% |
| 7D | +5.0% | +2.5% | +2.5% | +4.3% |
| 30D | -6.0% | -3.1% | -3.0% | -5.7% |
| 3M | -36.1% | -2.2% | -33.9% | -36.3% |
| 6M | -56.9% | +94.1% | -150.9% | -65.5% |
| YTD | -15.9% | +119.4% | -135.3% | -35.7% |
| 1Y | -3.8% | +141.4% | -145.2% | -28.7% |
| 3Y | +272.3% | +273.6% | -1.3% | +137.7% |
| 5Y | +91.1% | +177.7% | -86.6% | +28.1% |
| 10Y | +426.0% | +131.9% | +294.1% | +228.3% |
| All | +13,608.5% | +4,088.6% | +9,519.9% | +4,733.7% |
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