0.0%
SHOP vs MAR
+27.3%
-27.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -5.1% | -4.2% | -1.0% | -3.1% |
| 30D | +0.6% | -6.7% | +7.3% | +3.8% |
| 3M | +25.0% | -12.5% | +37.5% | +32.0% |
| 6M | +11.9% | +0.6% | +11.3% | +9.5% |
| YTD | -9.9% | +9.1% | -19.0% | -13.1% |
| 1Y | 0.0% | +26.2% | -26.3% | -4.7% |
| All | 0.0% | +27.3% | -27.3% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling