+2,330.7%
MULL vs SHAK
-52.7%
+2,383.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.3% | -8.0% |
| 7D | +3.6% | -11.0% | +14.6% | +11.4% |
| 30D | +22.0% | -14.0% | +36.1% | +34.7% |
| 3M | -8.6% | +13.3% | -21.9% | -19.6% |
| 6M | +248.5% | -35.3% | +283.8% | +335.7% |
| YTD | +516.3% | -24.0% | +540.3% | +542.6% |
| 1Y | +2,036.6% | -36.7% | +2,073.3% | +2,538.2% |
| All | +2,330.7% | -52.7% | +2,383.4% | +2,866.4% |
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