+287.6%
MP vs SHAK
+39.1%
+248.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +2.4% |
| 7D | +9.5% | +4.3% | +5.2% | +7.9% |
| 30D | -3.0% | +9.0% | -12.0% | -6.0% |
| 3M | -30.4% | +1.8% | -32.2% | -31.2% |
| 6M | -39.2% | +17.3% | -56.5% | -43.8% |
| YTD | -23.3% | -7.6% | -15.7% | -25.0% |
| 1Y | -32.6% | -16.9% | -15.7% | -31.9% |
| 3Y | +159.3% | +35.1% | +124.2% | +89.1% |
| 5Y | -16.4% | -11.3% | -5.2% | -31.4% |
| All | +287.6% | +39.1% | +248.5% | +180.2% |
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