+27.4%
MKC vs SHAK
+87.2%
-59.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | +0.2% |
| 7D | -1.5% | -8.3% | +6.8% | -0.8% |
| 30D | -3.1% | -12.6% | +9.5% | -2.1% |
| 3M | +5.2% | +9.1% | -3.9% | +4.3% |
| 6M | -12.8% | -31.2% | +18.4% | -11.0% |
| YTD | -23.3% | -21.6% | -1.7% | -22.6% |
| 1Y | -24.1% | -38.8% | +14.7% | -22.0% |
| 3Y | -32.1% | +0.6% | -32.7% | -34.4% |
| 5Y | -32.8% | -22.5% | -10.3% | -35.2% |
| All | +27.4% | +87.2% | -59.8% | +8.5% |
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