+166.5%
MTCH vs SHAK
+35.4%
+131.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.6% |
| 7D | +1.3% | -8.3% | +9.6% | +3.2% |
| 30D | +15.9% | -12.6% | +28.5% | +19.3% |
| 3M | +23.3% | +9.1% | +14.2% | +19.8% |
| 6M | +40.1% | -31.2% | +71.4% | +49.2% |
| YTD | +33.6% | -21.6% | +55.2% | +37.4% |
| 1Y | +14.1% | -38.8% | +52.9% | +23.8% |
| 3Y | +1.4% | +0.6% | +0.8% | -7.0% |
| 5Y | -73.1% | -22.5% | -50.6% | -74.8% |
| 10Y | +204.8% | +85.3% | +119.5% | +133.5% |
| All | +166.5% | +35.4% | +131.1% | +103.0% |
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