+168.3%
MTZ vs SHAK
+1.3%
+167.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.9% | +6.7% | +4.5% |
| 7D | +3.6% | -0.3% | +3.9% | +3.6% |
| 30D | -9.6% | -5.2% | -4.4% | -8.5% |
| 3M | -31.9% | +27.3% | -59.2% | -36.8% |
| 6M | -13.8% | -27.9% | +14.1% | -8.0% |
| YTD | +13.3% | -17.0% | +30.2% | +14.7% |
| 1Y | +39.3% | -30.9% | +70.2% | +48.7% |
| 3Y | +168.3% | +3.4% | +165.0% | +134.6% |
| All | +168.3% | +1.3% | +167.1% | +134.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling