+298.8%
MXL vs CAKE
+389.2%
-90.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.0% | +7.0% |
| 7D | +18.9% | -4.5% | +23.4% | +20.8% |
| 30D | +0.3% | -12.4% | +12.8% | +5.1% |
| 3M | -8.0% | +37.3% | -45.4% | -19.9% |
| 6M | +341.2% | +70.7% | +270.5% | +250.8% |
| YTD | +327.8% | +106.0% | +221.8% | +215.1% |
| 1Y | +364.9% | +79.7% | +285.2% | +259.6% |
| 3Y | +229.2% | +267.8% | -38.5% | +92.3% |
| 5Y | +42.8% | +159.9% | -117.1% | -8.2% |
| 10Y | +303.1% | +154.3% | +148.7% | +110.9% |
| All | +298.8% | +389.2% | -90.4% | +30.1% |
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