-15.6%
MLM vs SHAK
-27.2%
+11.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.2% |
| 7D | -4.1% | +2.0% | -6.1% | -4.3% |
| 30D | +8.2% | +12.0% | -3.9% | +6.6% |
| 3M | -3.6% | +2.3% | -5.9% | -4.1% |
| 6M | -15.6% | -25.5% | +10.0% | -16.1% |
| All | -15.6% | -27.2% | +11.7% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling