+339.0%
MCK vs SHAK
-22.8%
+361.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | 0.0% |
| 7D | -2.9% | -8.3% | +5.4% | -2.7% |
| 30D | +0.4% | -12.6% | +13.1% | +0.7% |
| 3M | +12.1% | +9.1% | +3.0% | +11.9% |
| 6M | -5.4% | -31.2% | +25.8% | -4.9% |
| YTD | +7.8% | -21.6% | +29.4% | +8.0% |
| 1Y | +22.9% | -38.8% | +61.7% | +23.9% |
| 3Y | +110.7% | +0.6% | +110.1% | +109.4% |
| All | +339.0% | -22.8% | +361.8% | +336.2% |
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 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