+1,180.7%
MTZ vs SHAK
+47.7%
+1,133.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -11.1% | -6.6% | -4.4% | -9.5% |
| 3M | -36.7% | +30.1% | -66.8% | -41.5% |
| 6M | -21.9% | -28.7% | +6.8% | -17.2% |
| YTD | +9.1% | -14.5% | +23.6% | +9.6% |
| 1Y | +30.0% | -31.9% | +61.8% | +37.9% |
| 3Y | +138.5% | -1.0% | +139.4% | +121.1% |
| 5Y | +158.3% | -18.7% | +177.0% | +137.4% |
| 10Y | +700.8% | +98.1% | +602.7% | +429.6% |
| All | +1,180.7% | +47.7% | +1,133.1% | +782.0% |
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