+1,029.4%
MDB vs SHAK
+86.7%
+942.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.3% | -4.2% |
| 7D | -1.8% | -8.3% | +6.5% | +1.1% |
| 30D | -17.3% | -12.6% | -4.6% | -13.5% |
| 3M | +2.2% | +9.1% | -6.9% | -2.2% |
| 6M | +33.9% | -31.2% | +65.1% | +44.5% |
| YTD | -13.7% | -21.6% | +7.9% | -12.4% |
| 1Y | +9.1% | -38.8% | +47.8% | +21.0% |
| 3Y | -8.1% | +0.6% | -8.8% | -22.5% |
| 5Y | -25.9% | -22.5% | -3.4% | -33.3% |
| All | +1,029.4% | +86.7% | +942.7% | +634.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling