+80.6%
MKC vs SHAK
+34.1%
+46.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.4% |
| 7D | -4.3% | -7.2% | +2.9% | -3.8% |
| 30D | -3.1% | -11.8% | +8.7% | -2.3% |
| 3M | +6.8% | +17.2% | -10.3% | +5.5% |
| 6M | -18.3% | -34.1% | +15.8% | -16.6% |
| YTD | -23.1% | -22.4% | -0.7% | -22.4% |
| 1Y | -23.7% | -35.9% | +12.2% | -22.1% |
| 3Y | -31.0% | -3.4% | -27.6% | -32.7% |
| 5Y | -33.5% | -25.4% | -8.1% | -35.3% |
| 10Y | +30.3% | +83.4% | -53.2% | +15.8% |
| All | +80.6% | +34.1% | +46.5% | +60.6% |
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