+43.4%
MMM vs SHAK
-12.1%
+55.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 6M | +26.6% | +17.3% | +9.3% | +22.2% |
| YTD | +16.8% | -7.6% | +24.4% | +15.8% |
| 1Y | +10.1% | -16.9% | +27.0% | +11.0% |
| 3Y | +158.4% | +35.1% | +123.4% | +136.3% |
| All | +43.4% | -12.1% | +55.4% | +32.3% |
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