+165.7%
MPC vs SHAK
+4.3%
+161.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | -0.7% | +6.1% | +5.5% |
| 30D | +31.0% | -6.6% | +37.6% | +31.8% |
| 3M | +46.0% | +30.1% | +16.0% | +41.2% |
| 6M | +77.3% | -28.7% | +106.1% | +82.6% |
| YTD | +141.9% | -14.5% | +156.4% | +141.4% |
| 1Y | +120.9% | -31.9% | +152.8% | +128.2% |
| All | +165.7% | +4.3% | +161.4% | +156.4% |
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