+2,561.5%
MU vs SHOP
+8,659.4%
-6,097.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +4.1% |
| 7D | -22.0% | -5.4% | -16.6% | -20.9% |
| 30D | -36.6% | -10.3% | -26.3% | -34.7% |
| 3M | -21.7% | +1.0% | -22.7% | -22.5% |
| 6M | +3.5% | +41.2% | -37.7% | -8.7% |
| YTD | +141.9% | -7.5% | +149.4% | +134.8% |
| 1Y | +189.8% | -4.6% | +194.4% | +178.4% |
| 3Y | +855.4% | +146.4% | +709.0% | +569.2% |
| 5Y | +869.2% | -2.5% | +871.7% | +675.1% |
| 10Y | +4,142.8% | +3,703.6% | +439.3% | +1,087.2% |
| All | +2,561.5% | +8,659.4% | -6,097.9% | +583.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling