+117.2%
MPC vs SHAK
-21.2%
+138.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.8% | -11.9% | -7.9% |
| 7D | -10.9% | +8.3% | -19.2% | -10.5% |
| 30D | -9.4% | +16.7% | -26.1% | -8.6% |
| 3M | +26.0% | +10.0% | +16.0% | +27.0% |
| 6M | +56.5% | -23.8% | +80.3% | +58.6% |
| YTD | +144.3% | -10.3% | +154.5% | +149.7% |
| 1Y | +117.2% | -22.9% | +140.1% | +129.0% |
| All | +117.2% | -21.2% | +138.5% | +129.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling