+950.8%
MU vs SHOP
+140.2%
+810.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +12.8% | -1.2% | +14.0% | +13.2% |
| 30D | -14.9% | -14.7% | -0.1% | -11.3% |
| 3M | -18.0% | -7.2% | -10.8% | -16.8% |
| 6M | -3.1% | +54.2% | -57.3% | -16.0% |
| YTD | +172.9% | -8.6% | +181.5% | +171.7% |
| 1Y | +228.8% | +0.5% | +228.3% | +215.1% |
| 3Y | +950.8% | +135.9% | +814.9% | +626.9% |
| All | +950.8% | +140.2% | +810.6% | +626.9% |
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