+259.3%
MRK vs SHAK
+31.3%
+228.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.8% |
| 7D | -5.0% | -11.0% | +6.0% | -4.4% |
| 30D | +11.0% | -14.0% | +25.0% | +11.9% |
| 3M | +22.4% | +13.3% | +9.1% | +21.5% |
| 6M | +25.4% | -35.3% | +60.7% | +27.6% |
| YTD | +39.5% | -24.0% | +63.5% | +40.6% |
| 1Y | +78.0% | -36.7% | +114.7% | +80.9% |
| 3Y | +45.5% | -5.4% | +50.9% | +43.0% |
| 5Y | +130.3% | -24.9% | +155.2% | +126.0% |
| 10Y | +229.8% | +79.6% | +150.2% | +182.3% |
| All | +259.3% | +31.3% | +228.0% | +204.4% |
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 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