+351.7%
MCK vs SHAK
+35.4%
+316.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.2% |
| 7D | -2.9% | -8.3% | +5.4% | -2.2% |
| 30D | +0.4% | -12.6% | +13.1% | +1.6% |
| 3M | +12.1% | +9.1% | +3.0% | +11.0% |
| 6M | -5.4% | -31.2% | +25.8% | -3.2% |
| YTD | +7.8% | -21.6% | +29.4% | +8.8% |
| 1Y | +22.9% | -38.8% | +61.7% | +26.8% |
| 3Y | +110.7% | +0.6% | +110.1% | +100.6% |
| 5Y | +346.2% | -22.5% | +368.7% | +324.9% |
| 10Y | +440.1% | +85.3% | +354.8% | +329.5% |
| All | +351.7% | +35.4% | +316.3% | +266.3% |
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