+254.1%
MP vs SHAK
+33.4%
+220.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +2.0% | +3.9% |
| 7D | -10.5% | +2.0% | -12.5% | -11.2% |
| 30D | -23.5% | +12.0% | -35.6% | -26.7% |
| 3M | -25.4% | +2.3% | -27.8% | -26.5% |
| 6M | -51.3% | -25.5% | -25.7% | -48.0% |
| YTD | -29.9% | -11.4% | -18.5% | -30.5% |
| 1Y | -31.8% | -21.8% | -10.1% | -29.6% |
| 3Y | +127.0% | +25.8% | +101.2% | +70.2% |
| 5Y | -3.3% | -21.0% | +17.7% | -17.5% |
| All | +254.1% | +33.4% | +220.7% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling