+112.8%
SHOP vs MAR
+68.8%
+44.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.3% | -5.3% | -5.6% |
| 7D | -4.1% | -1.7% | -2.4% | -2.5% |
| 30D | -11.5% | -6.9% | -4.6% | -6.0% |
| 3M | +21.1% | -15.8% | +36.9% | +39.5% |
| 6M | +3.0% | +1.9% | +1.0% | -1.1% |
| YTD | -16.7% | +6.6% | -23.3% | -23.5% |
| 1Y | -8.3% | +23.7% | -32.0% | -28.2% |
| 3Y | +112.8% | +64.6% | +48.2% | +38.5% |
| All | +112.8% | +68.8% | +44.1% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling