+79.8%
MMM vs SHAK
+47.7%
+32.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.3% | -0.7% | -2.6% | -3.2% |
| 30D | -7.0% | -6.6% | -0.4% | -6.2% |
| 3M | +10.8% | +30.1% | -19.2% | +6.5% |
| 6M | +5.8% | -28.7% | +34.5% | +9.4% |
| YTD | +6.8% | -14.5% | +21.3% | +7.4% |
| 1Y | +10.4% | -31.9% | +42.3% | +14.3% |
| 3Y | +104.7% | -1.0% | +105.6% | +97.2% |
| 5Y | +23.6% | -18.7% | +42.3% | +18.2% |
| 10Y | +54.1% | +98.1% | -44.0% | +28.1% |
| All | +79.8% | +47.7% | +32.1% | +49.2% |
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 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