+5,744.5%
MU vs SHAK
+81.5%
+5,663.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.3% |
| 7D | +2.0% | -11.0% | +13.0% | +5.6% |
| 30D | +12.5% | -14.0% | +26.6% | +17.7% |
| 3M | +9.6% | +13.3% | -3.6% | +4.1% |
| 6M | +142.6% | -35.3% | +177.9% | +167.6% |
| YTD | +242.7% | -24.0% | +266.6% | +256.8% |
| 1Y | +599.3% | -36.7% | +636.0% | +668.4% |
| 3Y | +1,308.3% | -5.4% | +1,313.7% | +1,191.7% |
| 5Y | +1,263.7% | -24.9% | +1,288.6% | +1,164.1% |
| All | +5,744.5% | +81.5% | +5,663.0% | +3,610.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling