+855.4%
MU vs SHOP
+141.8%
+713.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +4.2% |
| 7D | -22.0% | -5.4% | -16.6% | -20.9% |
| 30D | -36.6% | -10.3% | -26.3% | -34.8% |
| 3M | -21.7% | +1.0% | -22.7% | -22.3% |
| 6M | +3.5% | +41.2% | -37.7% | -8.3% |
| YTD | +141.9% | -7.5% | +149.4% | +140.0% |
| 1Y | +189.8% | -4.6% | +194.4% | +183.6% |
| 3Y | +855.4% | +146.4% | +709.0% | +571.2% |
| All | +855.4% | +141.8% | +713.6% | +571.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling