+17.3%
MUB vs SHAK
+87.2%
-69.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | +0.4% |
| 7D | -0.8% | -8.3% | +7.5% | -0.7% |
| 30D | -2.4% | -12.6% | +10.3% | -2.2% |
| 3M | -2.8% | +9.1% | -12.0% | -3.0% |
| 6M | -2.2% | -31.2% | +29.0% | -1.8% |
| YTD | -1.6% | -21.6% | +20.0% | -1.4% |
| 1Y | 0.0% | -38.8% | +38.8% | +0.6% |
| 3Y | +7.9% | +0.6% | +7.3% | +6.8% |
| 5Y | +1.2% | -22.5% | +23.8% | +0.2% |
| All | +17.3% | +87.2% | -69.9% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling