+2,683.6%
MUU vs SHAK
-41.2%
+2,724.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.5% | +12.0% | +9.6% |
| 7D | +15.0% | -7.2% | +22.2% | +20.0% |
| 30D | +36.8% | -11.8% | +48.6% | +47.8% |
| 3M | -8.5% | +17.2% | -25.7% | -21.0% |
| 6M | +320.7% | -34.1% | +354.9% | +415.0% |
| YTD | +599.7% | -22.4% | +622.1% | +620.5% |
| 1Y | +2,569.2% | -35.9% | +2,605.1% | +3,151.8% |
| All | +2,683.6% | -41.2% | +2,724.8% | +3,299.2% |
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