+423.2%
MLM vs SHAK
+47.7%
+375.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | -6.8% | -6.6% | -0.2% | -5.6% |
| 3M | -11.2% | +30.1% | -41.3% | -16.1% |
| 6M | -21.8% | -28.7% | +6.9% | -18.0% |
| YTD | -17.0% | -14.5% | -2.5% | -16.4% |
| 1Y | -16.4% | -31.9% | +15.5% | -12.2% |
| 3Y | +14.5% | -1.0% | +15.4% | +6.4% |
| 5Y | +41.7% | -18.7% | +60.4% | +31.1% |
| 10Y | +200.0% | +98.1% | +101.9% | +115.8% |
| All | +423.2% | +47.7% | +375.6% | +287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling