-14.3%
MTZ vs SHAK
-21.2%
+7.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.8% | -19.2% | -15.7% |
| 7D | -7.4% | +8.3% | -15.7% | -8.1% |
| 30D | -23.6% | +16.7% | -40.3% | -24.6% |
| 3M | -38.3% | +10.0% | -48.3% | -38.8% |
| 6M | -60.6% | -23.8% | -36.8% | -58.5% |
| YTD | -22.9% | -10.3% | -12.6% | -20.1% |
| 1Y | -14.3% | -22.9% | +8.6% | -7.7% |
| All | -14.3% | -21.2% | +7.0% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling