-21.0%
MDLN vs SHAK
-25.7%
+4.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.6% |
| 7D | -11.5% | -11.0% | -0.5% | -10.1% |
| 30D | -7.6% | -14.0% | +6.5% | -5.7% |
| 3M | -11.4% | +13.3% | -24.6% | -13.5% |
| 6M | -24.5% | -35.3% | +10.9% | -22.8% |
| YTD | -22.9% | -24.0% | +1.1% | -21.9% |
| All | -21.0% | -25.7% | +4.7% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling