+191.7%
MTB vs SHAK
+34.1%
+157.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +1.0% |
| 7D | +1.1% | -7.2% | +8.3% | +2.5% |
| 30D | -4.6% | -11.8% | +7.2% | -2.4% |
| 3M | +6.3% | +17.2% | -10.9% | +2.4% |
| 6M | +15.6% | -34.1% | +49.7% | +22.6% |
| YTD | +20.6% | -22.4% | +42.9% | +23.4% |
| 1Y | +22.5% | -35.9% | +58.5% | +29.7% |
| 3Y | +114.4% | -3.4% | +117.8% | +101.3% |
| 5Y | +101.9% | -25.4% | +127.3% | +90.5% |
| 10Y | +170.4% | +83.4% | +87.0% | +107.4% |
| All | +191.7% | +34.1% | +157.6% | +132.9% |
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