+272.2%
MCD vs SHAK
+47.7%
+224.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.5% |
| 7D | -2.8% | -0.7% | -2.1% | -2.8% |
| 30D | -6.0% | -6.6% | +0.6% | -5.3% |
| 3M | -5.6% | +30.1% | -35.6% | -8.6% |
| 6M | -21.9% | -28.7% | +6.9% | -19.8% |
| YTD | -14.7% | -14.5% | -0.2% | -14.5% |
| 1Y | -17.3% | -31.9% | +14.6% | -15.1% |
| 3Y | -2.2% | -1.0% | -1.2% | -7.3% |
| 5Y | +20.3% | -18.7% | +39.0% | +13.3% |
| 10Y | +180.7% | +98.1% | +82.6% | +121.4% |
| All | +272.2% | +47.7% | +224.5% | +189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling