+2,742.9%
MU vs SHAK
+59.7%
+2,683.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.8% |
| 3M | -6.6% | +4.6% | -11.1% | -8.4% |
| 6M | +2.0% | +16.3% | -14.3% | -4.1% |
| YTD | +184.5% | -7.6% | +192.0% | +178.1% |
| 1Y | +236.9% | -18.7% | +255.6% | +241.0% |
| 3Y | +987.0% | +36.4% | +950.6% | +812.4% |
| 5Y | +1,014.6% | -10.5% | +1,025.1% | +903.0% |
| 10Y | +4,609.2% | +99.0% | +4,510.2% | +3,017.0% |
| All | +2,742.9% | +59.7% | +2,683.2% | +1,774.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling