+198.5%
MPC vs SHAK
+32.2%
+166.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +2.8% |
| 7D | +9.4% | +4.1% | +5.3% | +9.0% |
| 30D | -13.4% | +2.3% | -15.7% | -13.7% |
| 3M | +18.9% | -0.2% | +19.1% | +18.7% |
| 6M | +64.9% | +10.1% | +54.8% | +62.3% |
| YTD | +156.8% | -10.5% | +167.3% | +154.7% |
| 1Y | +113.2% | -22.4% | +135.6% | +116.5% |
| All | +198.5% | +32.2% | +166.2% | +177.6% |
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 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