-11.6%
MDB vs SHAK
+36.4%
-48.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -2.2% |
| 7D | +6.8% | +4.3% | +2.5% | +5.9% |
| 30D | -6.2% | +9.0% | -15.2% | -7.9% |
| 3M | -29.2% | +1.8% | -31.1% | -29.8% |
| 6M | +10.3% | +17.3% | -7.0% | +5.4% |
| YTD | -20.4% | -7.6% | -12.7% | -23.4% |
| 1Y | -4.8% | -16.9% | +12.1% | -5.7% |
| 3Y | -11.6% | +35.1% | -46.6% | -21.7% |
| All | -11.6% | +36.4% | -48.0% | -21.7% |
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