+177.5%
MCD vs SHAK
+81.5%
+96.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | -2.5% | -11.0% | +8.4% | -1.1% |
| 30D | -7.0% | -14.0% | +7.0% | -5.3% |
| 3M | -9.8% | +13.3% | -23.0% | -11.5% |
| 6M | -21.8% | -35.3% | +13.6% | -18.5% |
| YTD | -15.6% | -24.0% | +8.4% | -14.2% |
| 1Y | -15.2% | -36.7% | +21.5% | -11.9% |
| 3Y | -2.6% | -5.4% | +2.8% | -8.4% |
| 5Y | +18.9% | -24.9% | +43.8% | +11.6% |
| All | +177.5% | +81.5% | +96.0% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling