+8,680.0%
SHOP vs MAR
+491.0%
+8,189.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -2.5% | +1.0% | -3.5% | -3.0% |
| 30D | -16.7% | +16.2% | -32.9% | -23.2% |
| 3M | -2.2% | +23.1% | -25.2% | -12.4% |
| 6M | +45.6% | +22.0% | +23.6% | +30.8% |
| YTD | -7.3% | +39.2% | -46.4% | -22.6% |
| 1Y | -6.1% | +48.3% | -54.3% | -24.4% |
| 3Y | +143.3% | +123.4% | +20.0% | +62.3% |
| 5Y | +0.2% | +185.4% | -185.2% | -38.5% |
| 10Y | +3,663.5% | +539.2% | +3,124.3% | +1,407.1% |
| All | +8,680.0% | +491.0% | +8,189.0% | +2,807.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling