+303.5%
MXL vs SHAK
-34.0%
+337.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +1.6% | -0.7% | +2.3% | +1.9% |
| 30D | -7.0% | -6.6% | -0.4% | -5.2% |
| 3M | -33.4% | +30.1% | -63.5% | -40.2% |
| 6M | +260.2% | -28.7% | +288.9% | +309.7% |
| YTD | +260.0% | -14.5% | +274.5% | +279.8% |
| 1Y | +303.5% | -31.9% | +335.3% | +370.6% |
| All | +303.5% | -34.0% | +337.5% | +370.6% |
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