-34.2%
MTZ vs SHAK
+0.2%
-34.4%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +1.0% | -1.2% |
| 7D | +16.5% | +4.1% | +12.4% | +15.5% |
| 30D | -10.2% | +2.3% | -12.5% | -10.6% |
| 3M | -34.2% | -0.2% | -33.9% | -34.5% |
| All | -34.2% | +0.2% | -34.4% | -34.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling