+30.0%
MTZ vs SHAK
-34.0%
+64.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | -11.1% | -6.6% | -4.4% | -10.6% |
| 3M | -36.7% | +30.1% | -66.8% | -38.4% |
| 6M | -21.9% | -28.7% | +6.8% | -17.9% |
| YTD | +9.1% | -14.5% | +23.6% | +12.5% |
| 1Y | +30.0% | -31.9% | +61.8% | +37.7% |
| All | +30.0% | -34.0% | +64.0% | +37.7% |
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