+127.0%
MP vs SHAK
+21.0%
+106.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +2.0% | +4.3% |
| 7D | -10.5% | +2.0% | -12.5% | -10.9% |
| 30D | -23.5% | +12.0% | -35.6% | -25.5% |
| 3M | -25.4% | +2.3% | -27.8% | -26.0% |
| 6M | -51.3% | -25.5% | -25.7% | -48.9% |
| YTD | -29.9% | -11.4% | -18.5% | -29.6% |
| 1Y | -31.8% | -21.8% | -10.1% | -29.8% |
| 3Y | +127.0% | +25.8% | +101.2% | +67.2% |
| All | +127.0% | +21.0% | +106.0% | +67.2% |
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 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