+8,844.7%
SHOP vs MAR
+474.5%
+8,370.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | -11.0% | +14.0% | -25.0% | -17.0% |
| 3M | +0.3% | +18.1% | -17.8% | -8.2% |
| 6M | +37.7% | +18.6% | +19.1% | +25.7% |
| YTD | -5.5% | +35.3% | -40.8% | -19.9% |
| 1Y | -0.2% | +44.5% | -44.7% | -18.5% |
| 3Y | +151.9% | +120.7% | +31.2% | +69.4% |
| 5Y | -2.2% | +164.1% | -166.3% | -38.0% |
| 10Y | +3,647.2% | +515.5% | +3,131.7% | +1,432.7% |
| All | +8,844.7% | +474.5% | +8,370.2% | +2,909.8% |
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