+599.3%
MU vs SHAK
-37.3%
+636.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.5% |
| 7D | +2.0% | -11.0% | +13.0% | +4.0% |
| 30D | +12.5% | -14.0% | +26.6% | +15.4% |
| 3M | +9.6% | +13.3% | -3.6% | +6.2% |
| 6M | +142.6% | -35.3% | +177.9% | +160.8% |
| YTD | +242.7% | -24.0% | +266.6% | +242.0% |
| 1Y | +599.3% | -36.7% | +636.0% | +655.7% |
| All | +599.3% | -37.3% | +636.5% | +655.7% |
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