+3,461.7%
MU vs SHAK
+47.7%
+3,414.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +9.0% | -0.7% | +9.7% | +9.2% |
| 30D | +13.8% | -6.6% | +20.4% | +16.0% |
| 3M | +2.1% | +30.1% | -28.0% | -6.1% |
| 6M | +153.8% | -28.7% | +182.6% | +170.7% |
| YTD | +256.4% | -14.5% | +270.9% | +258.6% |
| 1Y | +719.8% | -31.9% | +751.6% | +776.6% |
| 3Y | +1,360.4% | -1.0% | +1,361.3% | +1,246.2% |
| 5Y | +1,312.4% | -18.7% | +1,331.1% | +1,203.0% |
| 10Y | +6,142.6% | +98.1% | +6,044.5% | +4,100.0% |
| All | +3,461.7% | +47.7% | +3,414.0% | +2,317.2% |
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