+140.5%
MLM vs SHAK
+91.5%
+49.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.6% |
| 7D | -2.0% | +4.1% | -6.1% | -2.9% |
| 30D | +9.5% | +2.3% | +7.2% | +8.9% |
| 3M | -4.7% | -0.2% | -4.5% | -5.0% |
| 6M | -10.7% | +10.1% | -20.8% | -13.6% |
| YTD | -16.6% | -10.5% | -6.1% | -17.1% |
| 1Y | -15.4% | -22.4% | +7.0% | -13.4% |
| 3Y | +15.9% | +32.1% | -16.1% | -1.2% |
| 5Y | +27.1% | -14.0% | +41.1% | +14.8% |
| All | +140.5% | +91.5% | +49.0% | +52.8% |
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 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