-23.5%
MDB vs SHAK
-27.4%
+3.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.2% |
| 7D | -2.8% | -11.0% | +8.2% | +2.0% |
| 30D | -14.9% | -14.0% | -0.8% | -9.5% |
| 3M | +7.3% | +13.3% | -5.9% | -0.2% |
| 6M | +38.2% | -35.3% | +73.5% | +55.8% |
| YTD | -10.9% | -24.0% | +13.1% | -9.1% |
| 1Y | +11.6% | -36.7% | +48.4% | +23.6% |
| 3Y | -0.9% | -5.4% | +4.5% | -26.8% |
| 5Y | -23.5% | -24.9% | +1.4% | -39.6% |
| All | -23.5% | -27.4% | +3.9% | -39.6% |
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