+68.9%
MP vs SHAK
-22.1%
+91.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.4% |
| 7D | +3.0% | -0.3% | +3.4% | +3.1% |
| 30D | +8.3% | -5.2% | +13.6% | +10.2% |
| 3M | -3.8% | +27.3% | -31.1% | -11.6% |
| 6M | -4.9% | -27.9% | +23.0% | +2.1% |
| YTD | +9.6% | -17.0% | +26.6% | +11.8% |
| 1Y | -11.7% | -30.9% | +19.2% | -4.6% |
| 3Y | +158.5% | +3.4% | +155.1% | +112.3% |
| 5Y | +68.9% | -20.5% | +89.4% | +35.2% |
| All | +68.9% | -22.1% | +91.0% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling