-10.8%
MDLN vs SHAK
-16.4%
+5.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.7% | -0.7% | +4.4% | +3.8% |
| 30D | -0.2% | -6.6% | +6.4% | +0.6% |
| 3M | +6.2% | +30.1% | -23.8% | +1.8% |
| 6M | -14.7% | -28.7% | +14.1% | -13.9% |
| YTD | -12.9% | -14.5% | +1.6% | -13.1% |
| All | -10.8% | -16.4% | +5.6% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling