+1,346.4%
MU vs SHAK
-25.9%
+1,372.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.5% | +9.3% | +4.7% |
| 7D | +7.5% | -7.2% | +14.7% | +9.7% |
| 30D | +19.4% | -11.8% | +31.2% | +23.7% |
| 3M | +9.8% | +17.2% | -7.3% | +3.3% |
| 6M | +164.1% | -34.1% | +198.3% | +189.6% |
| YTD | +260.3% | -22.4% | +282.7% | +271.8% |
| 1Y | +661.2% | -35.9% | +697.1% | +732.6% |
| 3Y | +1,380.8% | -3.4% | +1,384.2% | +1,247.4% |
| 5Y | +1,346.4% | -25.4% | +1,371.8% | +1,175.9% |
| All | +1,346.4% | -25.9% | +1,372.2% | +1,175.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling