+7.9%
MUB vs SHAK
-2.6%
+10.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | +0.4% |
| 7D | -0.8% | -8.3% | +7.5% | -0.8% |
| 30D | -2.4% | -12.6% | +10.3% | -2.3% |
| 3M | -2.8% | +9.1% | -12.0% | -2.9% |
| 6M | -2.2% | -31.2% | +29.0% | -2.0% |
| YTD | -1.6% | -21.6% | +20.0% | -1.5% |
| 1Y | 0.0% | -38.8% | +38.8% | +0.3% |
| 3Y | +7.9% | +0.6% | +7.3% | +5.9% |
| All | +7.9% | -2.6% | +10.5% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling