+125.8%
MDLZ vs SHAK
+47.7%
+78.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.7% | -0.7% | -1.0% | -1.7% |
| 30D | -2.1% | -6.6% | +4.5% | -1.6% |
| 3M | +1.3% | +30.1% | -28.7% | -1.0% |
| 6M | +6.2% | -28.7% | +34.9% | +8.2% |
| YTD | +15.8% | -14.5% | +30.3% | +16.0% |
| 1Y | +4.1% | -31.9% | +36.0% | +6.1% |
| 3Y | -4.1% | -1.0% | -3.1% | -8.0% |
| 5Y | +13.4% | -18.7% | +32.1% | +7.9% |
| 10Y | +75.7% | +98.1% | -22.4% | +44.3% |
| All | +125.8% | +47.7% | +78.1% | +89.4% |
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