+1,090.1%
MPC vs SHAK
+47.7%
+1,042.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | -0.7% | +6.1% | +5.6% |
| 30D | +31.0% | -6.6% | +37.6% | +32.6% |
| 3M | +46.0% | +30.1% | +16.0% | +37.2% |
| 6M | +77.3% | -28.7% | +106.1% | +84.5% |
| YTD | +141.9% | -14.5% | +156.4% | +141.1% |
| 1Y | +120.9% | -31.9% | +152.8% | +130.1% |
| 3Y | +182.7% | -1.0% | +183.6% | +158.2% |
| 5Y | +646.4% | -18.7% | +665.1% | +574.9% |
| 10Y | +1,138.7% | +98.1% | +1,040.6% | +747.9% |
| All | +1,090.1% | +47.7% | +1,042.4% | +763.0% |
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 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