+27.1%
MTZ vs SHAK
-34.9%
+61.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.4% | +3.3% |
| 7D | +1.4% | -8.3% | +9.6% | +2.1% |
| 30D | -14.5% | -12.6% | -1.8% | -13.5% |
| 3M | -32.9% | +9.1% | -42.1% | -33.4% |
| 6M | -20.8% | -31.2% | +10.4% | -16.5% |
| YTD | +10.6% | -21.6% | +32.2% | +14.6% |
| 1Y | +27.1% | -38.8% | +65.9% | +40.7% |
| All | +27.1% | -34.9% | +61.9% | +40.7% |
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