Madeira cake 
noun [mass noun] British
A close-textured, rich kind of sponge cake.But we had to wait patiently while the adults drank their tea from little white china cups with gold rims, nibbled politely on marble and Madeira cake and fresh jam sponge while making small talk with the good sisters....
- A side table is laden with the finest sweetmeats the Glasgow South Cooperative Society can offer - Madeira cake, sultana cake, cherry cake, and butter shortbread.
- While on the train, Alice and her fellow passengers were treated to a free-from-choice menu of roast lamb, roast beef, Madeira cake and tea.
Origin
So named because it was eaten as an accompaniment to a glass of Madeira.