+1,341.2%
MU vs SHAK
+1.3%
+1,339.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.8% |
| 7D | +7.2% | -0.3% | +7.5% | +7.2% |
| 30D | +14.0% | -5.2% | +19.2% | +15.6% |
| 3M | +5.4% | +27.3% | -21.9% | -2.4% |
| 6M | +170.3% | -27.9% | +198.2% | +187.7% |
| YTD | +250.7% | -17.0% | +267.6% | +254.2% |
| 1Y | +662.1% | -30.9% | +693.0% | +713.0% |
| 3Y | +1,341.2% | +3.4% | +1,337.8% | +1,231.1% |
| All | +1,341.2% | +1.3% | +1,339.9% | +1,231.1% |
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