+5,874.3%
MU vs SHOP
+3,297.9%
+2,576.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.3% |
| 7D | +9.0% | -5.1% | +14.1% | +10.5% |
| 30D | +13.8% | +0.6% | +13.2% | +13.3% |
| 3M | +2.1% | +25.0% | -23.0% | -6.1% |
| 6M | +153.8% | +11.9% | +141.9% | +136.0% |
| YTD | +256.4% | -9.9% | +266.3% | +249.8% |
| 1Y | +719.8% | 0.0% | +719.8% | +678.9% |
| 3Y | +1,360.4% | +117.5% | +1,242.9% | +927.7% |
| 5Y | +1,312.4% | -6.6% | +1,319.1% | +1,043.2% |
| All | +5,874.3% | +3,297.9% | +2,576.4% | +1,294.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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