-20.7%
MDLN vs SHAK
-23.3%
+2.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | 0.0% |
| 7D | -11.1% | -8.3% | -2.8% | -10.1% |
| 30D | -8.4% | -12.6% | +4.3% | -6.8% |
| 3M | -12.4% | +9.1% | -21.5% | -14.0% |
| 6M | -23.3% | -31.2% | +8.0% | -22.2% |
| YTD | -22.5% | -21.6% | -1.0% | -21.9% |
| All | -20.7% | -23.3% | +2.7% | -19.9% |
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