+206.2%
MLM vs SHAK
+84.4%
+121.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | +0.1% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -6.5% | -5.2% | -1.3% | -5.4% |
| 3M | -7.4% | +27.3% | -34.7% | -12.6% |
| 6M | -15.8% | -27.9% | +12.1% | -11.5% |
| YTD | -17.4% | -17.0% | -0.5% | -16.3% |
| 1Y | -17.9% | -30.9% | +13.0% | -13.7% |
| 3Y | +18.9% | +3.4% | +15.5% | +7.5% |
| 5Y | +43.4% | -20.5% | +63.9% | +31.1% |
| 10Y | +206.2% | +88.3% | +117.9% | +88.7% |
| All | +206.2% | +84.4% | +121.8% | +88.7% |
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