+2,302.1%
MULL vs SHAK
-51.2%
+2,353.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.3% | -3.2% |
| 7D | -8.4% | -8.3% | -0.1% | -3.5% |
| 30D | +9.7% | -12.6% | +22.3% | +19.6% |
| 3M | -26.8% | +9.1% | -35.9% | -34.0% |
| 6M | +220.7% | -31.2% | +251.9% | +282.8% |
| YTD | +509.0% | -21.6% | +530.6% | +521.9% |
| 1Y | +1,739.5% | -38.8% | +1,778.3% | +2,273.2% |
| All | +2,302.1% | -51.2% | +2,353.3% | +2,770.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling