+26.5%
MLM vs SHAK
-12.1%
+38.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.4% |
| 7D | -0.9% | +4.3% | -5.2% | -1.8% |
| 30D | +9.0% | +9.0% | 0.0% | +7.0% |
| 3M | -5.6% | +1.8% | -7.4% | -6.3% |
| 6M | -10.7% | +17.3% | -28.0% | -14.5% |
| YTD | -17.2% | -7.6% | -9.5% | -18.2% |
| 1Y | -14.2% | -16.9% | +2.7% | -13.5% |
| 3Y | +15.6% | +35.1% | -19.4% | -3.7% |
| All | +26.5% | -12.1% | +38.6% | +11.8% |
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 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