+443.0%
MP vs SHAK
+16.9%
+426.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | +0.3% |
| 7D | -0.7% | -7.2% | +6.5% | +1.7% |
| 30D | -0.7% | -11.8% | +11.2% | +3.6% |
| 3M | 0.0% | +17.2% | -17.2% | -6.4% |
| 6M | -10.0% | -34.1% | +24.2% | +0.2% |
| YTD | +7.5% | -22.4% | +29.9% | +12.2% |
| 1Y | -14.0% | -35.9% | +21.9% | -4.3% |
| 3Y | +153.5% | -3.4% | +156.9% | +111.7% |
| 5Y | +62.7% | -25.4% | +88.1% | +40.2% |
| All | +443.0% | +16.9% | +426.1% | +318.9% |
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 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