+25.7%
MMM vs SHAK
-27.4%
+53.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.6% |
| 7D | -3.2% | -11.0% | +7.7% | -1.5% |
| 30D | -10.7% | -14.0% | +3.4% | -8.6% |
| 3M | +4.3% | +13.3% | -9.0% | +1.8% |
| 6M | +5.9% | -35.3% | +41.2% | +11.7% |
| YTD | +3.2% | -24.0% | +27.1% | +5.7% |
| 1Y | +8.0% | -36.7% | +44.7% | +13.7% |
| 3Y | +99.1% | -5.4% | +104.5% | +93.0% |
| 5Y | +25.7% | -24.9% | +50.6% | +19.9% |
| All | +25.7% | -27.4% | +53.2% | +19.9% |
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