+265.1%
MU vs SHAK
-21.2%
+286.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.8% | -10.8% | -7.4% |
| 7D | -19.1% | +8.3% | -27.5% | -20.0% |
| 30D | -25.2% | +16.7% | -41.9% | -26.8% |
| 3M | -10.9% | +10.0% | -20.9% | -12.1% |
| 6M | +38.0% | -23.8% | +61.8% | +45.2% |
| YTD | +178.8% | -10.3% | +189.1% | +165.9% |
| 1Y | +265.1% | -22.9% | +288.0% | +299.6% |
| All | +265.1% | -21.2% | +286.4% | +299.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling