+76.3%
MMM vs SHAK
+97.6%
-21.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.1% | -1.5% |
| 7D | -0.4% | +4.3% | -4.7% | -1.1% |
| 30D | +12.1% | +9.0% | +3.1% | +10.5% |
| 3M | +1.4% | +1.8% | -0.4% | +0.7% |
| 6M | +26.6% | +17.3% | +9.3% | +22.2% |
| YTD | +16.8% | -7.6% | +24.4% | +15.7% |
| 1Y | +10.1% | -16.9% | +27.0% | +10.8% |
| 3Y | +158.4% | +35.1% | +123.4% | +133.9% |
| 5Y | +43.1% | -11.3% | +54.3% | +33.7% |
| All | +76.3% | +97.6% | -21.2% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling