+297.0%
MXL vs SHAK
-21.2%
+318.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.8% | -15.0% | -11.7% |
| 7D | -24.3% | +8.3% | -32.7% | -25.5% |
| 30D | -46.1% | +16.7% | -62.8% | -47.6% |
| 3M | -21.8% | +10.0% | -31.8% | -23.4% |
| 6M | -27.2% | -23.8% | -3.4% | -20.0% |
| YTD | +226.2% | -10.3% | +236.4% | +254.5% |
| 1Y | +297.0% | -22.9% | +319.9% | +383.4% |
| All | +297.0% | -21.2% | +318.2% | +383.4% |
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 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