+302.4%
MXL vs SHAK
+87.2%
+215.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.2% | +4.4% | +6.4% |
| 7D | +18.9% | -8.3% | +27.1% | +22.4% |
| 30D | +0.3% | -12.6% | +13.0% | +5.3% |
| 3M | -8.0% | +9.1% | -17.2% | -13.3% |
| 6M | +341.2% | -31.2% | +372.5% | +386.7% |
| YTD | +327.8% | -21.6% | +349.4% | +345.6% |
| 1Y | +364.9% | -38.8% | +403.7% | +429.9% |
| 3Y | +229.2% | +0.6% | +228.6% | +198.3% |
| 5Y | +42.8% | -22.5% | +65.3% | +34.3% |
| All | +302.4% | +87.2% | +215.2% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling