+129.9%
MRK vs SHAK
-22.8%
+152.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.6% |
| 7D | -4.3% | -8.3% | +4.0% | -4.1% |
| 30D | +8.3% | -12.6% | +20.9% | +8.5% |
| 3M | +20.0% | +9.1% | +10.9% | +20.0% |
| 6M | +25.7% | -31.2% | +56.9% | +26.1% |
| YTD | +38.7% | -21.6% | +60.3% | +39.1% |
| 1Y | +74.7% | -38.8% | +113.5% | +75.3% |
| 3Y | +45.4% | +0.6% | +44.7% | +47.8% |
| All | +129.9% | -22.8% | +152.7% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling