+241.0%
MET vs SHAK
+34.1%
+206.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +1.4% |
| 7D | -0.8% | -7.2% | +6.4% | +0.6% |
| 30D | -1.4% | -11.8% | +10.4% | +0.9% |
| 3M | +12.5% | +17.2% | -4.6% | +8.4% |
| 6M | +37.1% | -34.1% | +71.2% | +45.3% |
| YTD | +23.8% | -22.4% | +46.2% | +26.7% |
| 1Y | +24.1% | -35.9% | +60.0% | +31.4% |
| 3Y | +65.2% | -3.4% | +68.6% | +55.2% |
| 5Y | +82.3% | -25.4% | +107.7% | +71.8% |
| 10Y | +241.6% | +83.4% | +158.1% | +153.9% |
| All | +241.0% | +34.1% | +206.9% | +162.8% |
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