+3.0%
MCHP vs SHAK
-22.8%
+25.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +2.6% |
| 7D | 0.0% | -8.3% | +8.3% | +2.8% |
| 30D | -6.0% | -12.6% | +6.6% | -2.0% |
| 3M | -19.7% | +9.1% | -28.8% | -23.1% |
| 6M | +14.0% | -31.2% | +45.3% | +24.0% |
| YTD | +18.4% | -21.6% | +40.0% | +21.8% |
| 1Y | +17.1% | -38.8% | +55.9% | +31.3% |
| 3Y | +0.7% | +0.6% | +0.1% | -10.9% |
| All | +3.0% | -22.8% | +25.8% | -6.9% |
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