+37.0%
MDT vs SHAK
+87.2%
-50.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.2% |
| 7D | -3.4% | -8.3% | +4.9% | -2.3% |
| 30D | +0.2% | -12.6% | +12.9% | +2.0% |
| 3M | +14.3% | +9.1% | +5.1% | +12.5% |
| 6M | +4.0% | -31.2% | +35.3% | +7.8% |
| YTD | -3.7% | -21.6% | +17.9% | -2.3% |
| 1Y | -0.4% | -38.8% | +38.4% | +4.4% |
| 3Y | +23.3% | +0.6% | +22.7% | +14.2% |
| 5Y | -18.9% | -22.5% | +3.7% | -24.5% |
| All | +37.0% | +87.2% | -50.2% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling