+886.9%
MTZ vs SHAK
+59.5%
+827.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.4% | -2.1% |
| 7D | +5.0% | +4.3% | +0.7% | +3.9% |
| 30D | -6.0% | +9.0% | -15.0% | -8.3% |
| 3M | -36.1% | +1.8% | -37.9% | -36.7% |
| 6M | -56.9% | +17.3% | -74.2% | -59.4% |
| YTD | -15.9% | -7.6% | -8.3% | -17.6% |
| 1Y | -3.8% | -16.9% | +13.1% | -3.4% |
| 3Y | +272.3% | +35.1% | +237.2% | +217.1% |
| 5Y | +91.1% | -11.3% | +102.3% | +72.3% |
| 10Y | +426.0% | +98.8% | +327.2% | +244.3% |
| All | +886.9% | +59.5% | +827.4% | +563.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling