+82.7%
MET vs SHAK
-22.8%
+105.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.1% |
| 7D | -0.5% | -8.3% | +7.8% | +0.8% |
| 30D | +0.5% | -12.6% | +13.1% | +2.5% |
| 3M | +11.6% | +9.1% | +2.5% | +9.5% |
| 6M | +40.8% | -31.2% | +72.0% | +46.8% |
| YTD | +25.7% | -21.6% | +47.2% | +28.0% |
| 1Y | +24.4% | -38.8% | +63.1% | +31.5% |
| 3Y | +67.5% | +0.6% | +66.8% | +60.2% |
| All | +82.7% | -22.8% | +105.5% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling