+22.8%
MET vs SHAK
-34.0%
+56.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.6% |
| 7D | +1.2% | -0.7% | +1.9% | +1.2% |
| 30D | +1.4% | -6.6% | +8.0% | +2.2% |
| 3M | +17.7% | +30.1% | -12.4% | +12.9% |
| 6M | +35.0% | -28.7% | +63.7% | +40.4% |
| YTD | +26.3% | -14.5% | +40.8% | +26.9% |
| 1Y | +22.8% | -31.9% | +54.7% | +29.0% |
| All | +22.8% | -34.0% | +56.8% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling