+761.4%
MXL vs SHAK
+31.3%
+730.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -1.0% | -2.4% |
| 7D | +16.6% | -11.0% | +27.6% | +20.8% |
| 30D | +0.5% | -14.0% | +14.5% | +5.4% |
| 3M | -3.6% | +13.3% | -16.9% | -9.5% |
| 6M | +328.0% | -35.3% | +363.3% | +376.0% |
| YTD | +297.8% | -24.0% | +321.8% | +317.1% |
| 1Y | +339.4% | -36.7% | +376.1% | +387.5% |
| 3Y | +201.7% | -5.4% | +207.1% | +185.4% |
| 5Y | +32.8% | -24.9% | +57.7% | +28.7% |
| 10Y | +274.8% | +79.6% | +195.2% | +171.6% |
| All | +761.4% | +31.3% | +730.1% | +517.2% |
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