+975.0%
MU vs SHAK
-10.3%
+985.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.1% | +13.0% | +12.2% |
| 7D | +2.0% | +3.0% | -1.0% | +1.3% |
| 30D | -18.0% | +8.2% | -26.2% | -20.0% |
| 3M | -6.6% | +4.6% | -11.1% | -8.4% |
| 6M | +2.0% | +16.3% | -14.3% | -4.7% |
| YTD | +184.5% | -7.6% | +192.0% | +176.9% |
| 1Y | +236.9% | -18.7% | +255.6% | +241.8% |
| 3Y | +987.0% | +36.4% | +950.6% | +769.7% |
| All | +975.0% | -10.3% | +985.3% | +799.0% |
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 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