+0.7%
MCHP vs SHAK
-2.6%
+3.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +2.7% |
| 7D | 0.0% | -8.3% | +8.3% | +2.5% |
| 30D | -6.0% | -12.6% | +6.6% | -2.4% |
| 3M | -19.7% | +9.1% | -28.8% | -22.8% |
| 6M | +14.0% | -31.2% | +45.3% | +23.7% |
| YTD | +18.4% | -21.6% | +40.0% | +21.2% |
| 1Y | +17.1% | -38.8% | +55.9% | +31.2% |
| 3Y | +0.7% | +0.6% | +0.1% | -9.6% |
| All | +0.7% | -2.6% | +3.4% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling