+151.0%
MDLZ vs SHAK
+59.5%
+91.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +1.2% |
| 7D | +2.3% | +4.3% | -2.0% | +1.9% |
| 30D | +7.9% | +9.0% | -1.1% | +7.1% |
| 3M | +7.3% | +1.8% | +5.4% | +6.9% |
| 6M | +11.7% | +17.3% | -5.6% | +9.7% |
| YTD | +28.7% | -7.6% | +36.4% | +27.9% |
| 1Y | +22.8% | -16.9% | +39.7% | +23.0% |
| 3Y | +6.6% | +35.1% | -28.5% | -0.8% |
| 5Y | +23.2% | -11.3% | +34.4% | +16.6% |
| 10Y | +108.7% | +98.8% | +9.9% | +70.8% |
| All | +151.0% | +59.5% | +91.5% | +109.0% |
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