+104.2%
MTB vs SHAK
-22.8%
+127.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | -0.2% |
| 7D | 0.0% | -8.3% | +8.3% | +1.4% |
| 30D | -4.8% | -12.6% | +7.8% | -2.7% |
| 3M | +6.0% | +9.1% | -3.2% | +3.8% |
| 6M | +19.6% | -31.2% | +50.9% | +25.2% |
| YTD | +21.5% | -21.6% | +43.1% | +23.9% |
| 1Y | +24.7% | -38.8% | +63.5% | +32.5% |
| 3Y | +108.6% | +0.6% | +108.0% | +96.2% |
| All | +104.2% | -22.8% | +127.0% | +89.3% |
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