+166.3%
MTZ vs SHAK
-25.9%
+192.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -0.7% |
| 7D | +2.3% | -7.2% | +9.5% | +4.0% |
| 30D | -10.3% | -11.8% | +1.5% | -7.7% |
| 3M | -31.8% | +17.2% | -49.0% | -35.1% |
| 6M | -19.2% | -34.1% | +15.0% | -12.6% |
| YTD | +10.7% | -22.4% | +33.1% | +13.9% |
| 1Y | +37.5% | -35.9% | +73.5% | +48.1% |
| 3Y | +162.4% | -3.4% | +165.7% | +147.5% |
| 5Y | +166.3% | -25.4% | +191.8% | +147.4% |
| All | +166.3% | -25.9% | +192.2% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling