-40.5%
MDB vs SHAK
-12.1%
-28.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -3.0% |
| 7D | +6.8% | +4.3% | +2.5% | +4.8% |
| 30D | -6.2% | +9.0% | -15.2% | -10.3% |
| 3M | -29.2% | +1.8% | -31.1% | -31.0% |
| 6M | +10.3% | +17.3% | -7.0% | -1.3% |
| YTD | -20.4% | -7.6% | -12.7% | -26.5% |
| 1Y | -4.8% | -16.9% | +12.1% | -7.6% |
| 3Y | -11.6% | +35.1% | -46.6% | -50.0% |
| All | -40.5% | -12.1% | -28.5% | -54.6% |
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