+475.1%
MULL vs SHAK
-21.2%
+496.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.8% | -17.6% | -14.5% |
| 7D | -35.9% | +8.3% | -44.2% | -37.3% |
| 30D | -47.3% | +16.7% | -64.0% | -49.7% |
| 3M | -30.6% | +10.0% | -40.5% | -32.5% |
| 6M | +13.7% | -23.8% | +37.5% | +25.8% |
| YTD | +272.1% | -10.3% | +282.4% | +239.7% |
| 1Y | +475.1% | -22.9% | +498.0% | +596.0% |
| All | +475.1% | -21.2% | +496.3% | +596.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling