+79.1%
MTUM vs SHAK
-22.8%
+101.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.8% |
| 7D | +0.7% | -8.3% | +9.0% | +2.1% |
| 30D | -2.4% | -12.6% | +10.2% | -0.3% |
| 3M | -3.6% | +9.1% | -12.8% | -5.7% |
| 6M | +23.7% | -31.2% | +54.9% | +29.6% |
| YTD | +22.9% | -21.6% | +44.5% | +25.3% |
| 1Y | +21.8% | -38.8% | +60.5% | +29.6% |
| 3Y | +114.4% | +0.6% | +113.8% | +100.0% |
| All | +79.1% | -22.8% | +101.9% | +71.7% |
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