+25.7%
MLM vs SHAK
-19.2%
+44.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.4% |
| 7D | -4.1% | +2.0% | -6.1% | -4.5% |
| 30D | +8.2% | +12.0% | -3.9% | +5.6% |
| 3M | -3.6% | +2.3% | -5.9% | -4.3% |
| 6M | -15.6% | -25.5% | +10.0% | -12.0% |
| YTD | -16.4% | -11.4% | -5.0% | -16.8% |
| 1Y | -14.3% | -21.8% | +7.4% | -12.5% |
| 3Y | +19.3% | +25.8% | -6.5% | +1.1% |
| All | +25.7% | -19.2% | +44.9% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling