+995.4%
MU vs SHAK
+36.5%
+958.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.1% | +13.0% | +12.2% |
| 7D | +2.0% | +3.0% | -1.0% | +1.4% |
| 30D | -18.0% | +8.2% | -26.2% | -19.7% |
| 3M | -6.6% | +4.6% | -11.1% | -8.1% |
| 6M | +2.0% | +16.3% | -14.3% | -3.7% |
| YTD | +184.5% | -7.6% | +192.0% | +177.9% |
| 1Y | +236.9% | -18.7% | +255.6% | +242.7% |
| All | +995.4% | +36.5% | +958.9% | +851.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling