+15.6%
MLM vs SHAK
+36.4%
-20.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.2% |
| 7D | -0.9% | +4.3% | -5.2% | -1.6% |
| 30D | +9.0% | +9.0% | 0.0% | +7.5% |
| 3M | -5.6% | +1.8% | -7.4% | -6.1% |
| 6M | -10.7% | +17.3% | -28.0% | -13.5% |
| YTD | -17.2% | -7.6% | -9.5% | -17.8% |
| 1Y | -14.2% | -16.9% | +2.7% | -13.6% |
| 3Y | +15.6% | +35.1% | -19.4% | +7.4% |
| All | +15.6% | +36.4% | -20.8% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling