+23.9%
MUB vs SHAK
+43.4%
-19.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | 0.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -1.5% | -5.2% | +3.7% | -1.5% |
| 3M | -1.9% | +27.3% | -29.2% | -2.3% |
| 6M | -1.7% | -27.9% | +26.2% | -1.4% |
| YTD | -0.8% | -17.0% | +16.2% | -0.7% |
| 1Y | +1.5% | -30.9% | +32.4% | +1.8% |
| 3Y | +8.8% | +3.4% | +5.4% | +8.0% |
| 5Y | +2.0% | -20.5% | +22.5% | +1.2% |
| 10Y | +18.0% | +88.3% | -70.3% | +15.3% |
| All | +23.9% | +43.4% | -19.5% | +20.6% |
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