+20.4%
MCD vs SHAK
-22.1%
+42.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.3% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | -6.1% | -5.2% | -0.9% | -5.8% |
| 3M | -7.3% | +27.3% | -34.5% | -8.9% |
| 6M | -20.9% | -27.9% | +6.9% | -19.7% |
| YTD | -14.7% | -17.0% | +2.3% | -14.4% |
| 1Y | -16.1% | -30.9% | +14.8% | -14.8% |
| 3Y | -1.5% | +3.4% | -4.9% | -6.0% |
| 5Y | +20.4% | -20.5% | +40.9% | +15.7% |
| All | +20.4% | -22.1% | +42.5% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling