+154.3%
MP vs SHAK
+3.6%
+150.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -2.9% | -0.7% | -2.1% | -2.7% |
| 30D | +13.8% | -6.6% | +20.5% | +15.5% |
| 3M | -16.7% | +30.1% | -46.8% | -21.7% |
| 6M | -11.5% | -28.7% | +17.3% | -6.1% |
| YTD | +7.9% | -14.5% | +22.4% | +9.6% |
| 1Y | -15.0% | -31.9% | +16.8% | -9.5% |
| All | +154.3% | +3.6% | +150.7% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling