+67.5%
MET vs SHAK
-2.6%
+70.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.1% |
| 7D | -0.5% | -8.3% | +7.8% | +0.9% |
| 30D | +0.5% | -12.6% | +13.1% | +2.6% |
| 3M | +11.6% | +9.1% | +2.5% | +9.2% |
| 6M | +40.8% | -31.2% | +72.0% | +47.6% |
| YTD | +25.7% | -21.6% | +47.2% | +28.1% |
| 1Y | +24.4% | -38.8% | +63.1% | +32.6% |
| 3Y | +67.5% | +0.6% | +66.8% | +56.9% |
| All | +67.5% | -2.6% | +70.1% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling