+2,802.6%
MULL vs SHAK
-34.0%
+2,836.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.1% | +11.7% | +11.8% |
| 7D | +17.3% | -0.7% | +18.0% | +17.6% |
| 30D | +23.5% | -6.6% | +30.1% | +26.6% |
| 3M | -24.0% | +30.1% | -54.0% | -31.9% |
| 6M | +276.7% | -28.7% | +305.5% | +326.4% |
| YTD | +565.1% | -14.5% | +579.6% | +544.8% |
| 1Y | +2,802.6% | -31.9% | +2,834.5% | +3,287.0% |
| All | +2,802.6% | -34.0% | +2,836.6% | +3,287.0% |
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