+153.5%
MLM vs SHAK
+141.8%
+11.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.3% | -4.8% | +0.9% |
| 7D | -3.8% | +6.5% | -10.3% | -5.2% |
| 30D | +11.0% | +15.3% | -4.3% | +7.5% |
| 3M | -3.1% | +8.5% | -11.5% | -5.1% |
| 6M | -9.8% | +10.0% | -19.8% | -12.7% |
| YTD | -14.4% | -5.0% | -9.4% | -16.1% |
| 1Y | -12.6% | -15.3% | +2.8% | -12.2% |
| 3Y | +19.7% | +40.7% | -20.9% | +0.6% |
| 5Y | +29.8% | -7.9% | +37.7% | +15.5% |
| 10Y | +153.5% | +132.0% | +21.6% | +48.9% |
| All | +153.5% | +141.8% | +11.7% | +48.9% |
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