+311.9%
MULL vs SHAK
-32.1%
+344.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.5% | +11.9% | +6.8% |
| 7D | +14.8% | -7.2% | +22.0% | +16.6% |
| 30D | +36.6% | -11.8% | +48.4% | +40.7% |
| 3M | -8.9% | +17.2% | -26.0% | -13.8% |
| 6M | +311.9% | -34.1% | +346.1% | +352.7% |
| All | +311.9% | -32.1% | +344.1% | +352.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling