+198.0%
MPWR vs SHAK
+36.5%
+161.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.1% | +10.1% | +9.3% |
| 7D | +17.3% | +3.0% | +14.2% | +16.5% |
| 30D | +12.1% | +8.2% | +3.9% | +9.5% |
| 3M | +5.6% | +4.6% | +1.1% | +3.8% |
| 6M | -10.7% | +16.3% | -27.1% | -16.6% |
| YTD | +64.0% | -7.6% | +71.5% | +61.5% |
| 1Y | +55.9% | -18.7% | +74.7% | +60.6% |
| All | +198.0% | +36.5% | +161.5% | +154.1% |
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